In [organization URI]/api/data/v9.0/accounts the address information address1_city, address2_stateorprovince, address1_country, address1_county are entered having related to any parent entity type. Like address1_country is mapped with list of countries. Or possible to retrieve all address data with associate relationship.
Example: US country having NY as state.
Actually you can use the customeraddresses entity to pull data from Account/Contact address records.
https://crmdev.crm.dynamics.com/api/data/v9.1/customeraddresses?$select=city,county,stateorprovince&$filter=city ne null
Still for the distinct values, you have to follow my other answer.