Aside from the aforementioned problem with the comma, you're substituting the contents of $_ (since you didn't say otherwise using =~). Fix:

if ($st =~ /, CA\b/) {
   $st =~ s/, CA\b/, California/;
   print "$st\n";
}
[download]

But why match twice? The following suffices.

if ($st =~ s/, CA\b/, California/) {
   print "$st\n";
}
[download]