If you need additional geographic detail that is not present in Tableau by default, you can use Custom Polygons. But how do you get that custom polygon information? For the United States, one of the best resources is the US Census TIGER data set.

Here is the link to the 2015 data TIGER2015 FTP site.

What do you do with these files? The easiest thing is to use the shapefile to Tableau converter available on the Alteryx Analytics Gallery. I prefer to save as CSV so you can combine things together if necessary.