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For one word sates (i.e. pennsylvania): For services and non technical products, the most common combo is 'keyword in location'. It's about double that of 'location keyword'. In this instance, its rare for me to see 'keyword in state abbreviation', they almost always spell out the state.
State Keyword, State abbreviation keyword (i.e. keyword pennsylvania, keyword pa) run similiar search results, so together they are the same volume as 'keyword in location'.
For states with two words (i.e. New Jersey), Keyword in state only runs a slightly higher search than Keyword in state abbreviation.
The 3rd highest is keyword state abbreviation, followed a decent way behind by keyword state.
For technical KWs, I see more of 'state keyword' or 'state abbreviation KW' over 'keyword in state' by a volume of 3 to 1. I see more of 'KW State' for one word states, and 'KW state abbreviation' for two word states. Presumably, these people know that 'in' is a word thats not included in search results, so don't use it.
There are only three cities that I regularly see city abbreviations, DC, LA and NY - occasionally I'll see NO, bmore or pburg, but it's pretty rare.
I do see airport codes on occasion for non travel related searches, like keyword in MDT - although in tha example, the city is actually harrisburgh, but the overall volume is very low.
Hope that's not to confusing to understand.