regular expression: extract last 2 characters

Use the regex:

 ..$

This will return provide the two characters next to the end anchor.

Since you're using C#, this would be simpler and probably faster:

string fullexpression = "A_IL";
string StateCode = fullexpression.Substring(fullexpression.Length - 2);

Use /(..)$/, then pull group 1 (.groups(1), $1, \1, etc.).