I have used this method to teach the food chain but it could easily be applied to this topic as well. Start with a big box/cylinder (like clorox wipes) this is your continent, next find something that will fit inside that (smaller coffee can) this is your country, now find a cylinder small enough to fit in the coffee can (state) and so on and so forth. Honestly I went to the dollar store and found boxes that go inside each other (think nesting dolls). I wrapped them in plain wrapping paper and wrote each stage on the outside. This method works like a charm, its visual and the boxes can only fit together one way so it drives the point home!
Good luck!
