$a{$state}->{$city}->{Color} = $color;

          ===

${ \( $a{$state}->{$city} ) }->{Color} = $color;

     # For every reference added,
     # a dereference must be added.

          ===

my $r = \( $a{$state}->{$city} );
${ $r }->{Color} = $color;