Answer
The StreetMap USA streets data provided with ArcGIS 9.0 is a nationwide streets data set. This data set is no longer organized by individual states as it was in previous versions.
The ESRI Data & Maps and StreetMap USA Disk included in ESRI Data & Maps contains a StreetMap USA address locator that references the StreetMap USA nationwide streets data set. To create a new StreetMap USA address locator, make a copy of the StreetMap USA address locator provided on the ESRI Data & Maps and StreetMap USA Disk and make any edits as required.