A jurisdiction is a geo-political district that has its own, or some of its own, laws and regulations. The legal status of jurisdictions varies widely: for example, the UK is made up of four discrete jurisdictions - England, Wales, Scotland and Northern Ireland. But the UK is also, as a whole, a jurisdiction. As you can see, a country is a jurisdiction but not all jurisdictions are countries. Partly (even mostly) autonomous zones are jurisdictions - most so-called offshore centres fall into this class - but so do places like "midshore" jurisdictions like the Financial Centres in Dublin, Dubai and Labuan. In the USA, states are part of the USA but they are also jurisdictions with their own laws relating to taxation, company law and even bank regulation and money laundering, for example. Federal law relates to the USA as a country; state law relates to individual jurisdictions which have a surprising - and often overlooked - amount of independence.