Here is an example:
Code:
Public Class Form1

    Private Sub Form1_Load(ByVal sender As System.Object, ByVal e As System.EventArgs) Handles MyBase.Load
        Dim str As String = "WI - WI -  WI -  IL -  IL"
        Dim newStr As String = Me.GetStatsString(str)
    End Sub

    Private Function GetStatsString(ByVal statesStr As String) As String
        Dim states() As String = statesStr.Split(New String() {" - "}, StringSplitOptions.RemoveEmptyEntries)
        Dim stateList As New List(Of String)
        For Each state As String In states
            state = state.Trim
            If Not stateList.Contains(state) Then
                stateList.Add(state)
            End If
        Next
        Dim newStatesStr As String = String.Empty
        For i As Integer = 0 To stateList.Count - 1
            If i = 0 Then
                newStatesStr = stateList(i)
            Else
                newStatesStr &= " - " & stateList(i)
            End If
        Next
        Return newStatesStr
    End Function

End Class