Also, keep in mind, don't make the Zip Code required. Some countries (Ireland being the most prominent) don't have them.
Also, don't make state required, most countries don't have them.
Many of the address forms on US-sites are a bit challenging to europeans because even after selecting "Other" in the State-dropdown we're still left with a bunch of input fields that don't quite fit our local address format.
Most people (including myself) are probably used to that by now and just duplicate stuff as needed (City/State) and leave others blank. But I wonder what the bounce rate amongst less savvy users is for these forms.