Australia is a federation of six states and two territories.
Here's a quick rundown of each of them, in alphabetical order:
Australian Capital Territory (ACT) ..... Capital city: Canberra
New South Wales (NSW) ..... Capital city: Sydney
Northern Territory (NT) ..... Capital city: Darwin
Queensland (QLD) ..... Capital city: Brisbane
South Australia (SA) ..... Capital city: Adelaide
Tasmania (TAS) ..... Capital city: Hobart
Victoria (VIC) ..... Capital city: Melbourne
Western Australia (WA) ..... Capital city: Perth
Charles Sturt University maintains a collection of detailed information about Australia.