I’m not aware of any that straddle state lines. Maybe you are thinking of Kansas City, Kansas and Kansas City, Missouri (for example) but those are two different cities, each deserving its own Place.
However, cities do sometimes straddle township and/or county boundaries (as in this previous discussion). In those cases, any particular address within the city would be in only one township and county, but it’s problematic in the place hierarchy.
Still somewhat on topic, I think, addresses can be ambiguous too. Streets are sometimes renamed, or the houses renumbered, and houses themselves are sometimes picked up and moved to a different address (this happened to my relatives’ house). But I don’t know how to deal with these things, other than adding Notes.