app/assets/javascripts/admin/spree/states.js
$(document).ready(function() {
$("#country").change(function() {
var new_state_link_href = $('#new_state_link a').attr('href');
var selected_country_id = $('#country option:selected').attr('value');
var new_link = new_state_link_href.replace(/countries\/(\d+)/, 'countries/'+selected_country_id);
$('#new_state_link a').attr('href', new_link);
});
});