Each of the 'Options' drop down lists are essentially an individual report.
So if you select Any Option in the City Drop down - a Sales report for the City you selected will be produced based on your selection, REGARDLESS of selections in the other Drop Down lists on the page.
Similarly if you select a State or Zip or Item Code, individual reports will be produced for each.
If you do not want a report to be produced - then leave the selection at "Please Choose..." rather that "ALL".
So using an example; you select Las Vegas for City and Nevada for State and ALL for Zip, three reports would have been produced - not one. One for Las Vegas, One for Nevada and one for ALL Zips. If you only wanted to know about the city of Las Vegas the only drop down you'd change would be the city one, leaving the rest unchanged.
The same applies for Item Code, Product Category, Age and Rank.
The good thing is that City is extracted from all of the Orders processed - so Only those cities where you have shipped products will be in the drop down list.
On the Reporting > Sales Summary page, there are a few States that have "-" instead of state names - these are a couple of internally used fields, which can be essentially ignored - but if you find the totals are not right - just run the Report with 'All" selected for state and you will see the two entries - one is blank and the other is XX. There should not be entries for these - so if there is- let us know and we'll investigate.