I consider the western world to be western (Europe and North-America, and also Australia and New Zealand too, but I often forget them; I tend to add the latter two as an afterthought). Personally I haven’t known the western capitals since before the Yugoslavia war, and even then I forgot about Andorra at times.
No, I don’t. The first time I heard that term I thought it was a joke, because I’d never heard of such a thing as state capital, only national capital. We don’t really have that here; we have Oslo (national) and it could be said that Bergen, Trondheim and Tromsø are sort of the capitals of the west, middle and north parts of Norway, but it’s not the same.
The next person can place all 50 states on a map.