I say no comma after the year, state and country below.

  1. The Lancashire, England rock band will debut at Rafferty’s Pub this weekend.

(I say no comma after ‘England’.)

  1. the Tulsa, Oklahoma native

(I say no comma after ‘Oklahoma’.)

  1. Paris, France is a great vacation spot. (I say no comma after ‘France’.)

  2. We moved to Lansing, Michigan in 1998.

(I say no comma after ‘Michigan’.)

  1. in a Watertown, Massachusetts neighborhood

(Same. No comma after ‘Massachusetts’.)

Thank you!

  1. does not really make much sense without a comma. We would not say ‘the England rock band’. We might say ‘the Lancashire rock band’. Therefore the comma is required. Either that or the sentence should be recast: The rock band, from Lancashire, England will debut at…

The others are correct.