We recently received a request ( Origin/Destination Pairs ) for a modification to our drawing lines macro so that it would work with City/State pairs.
Take a look at the existing tool and the post here first --
Drawing Lines with MapPoint from Coordinates in Excel
With this new tool attached, instead of plotting using lat/lon coordinates, it draws lines between City/State pairs.
A new screenshot with lines between Chicago and various other cities in the U.S. is below.
Have fun and let me know well it works for you and if you have any custom requests!