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GlennTitus always makes a nice subset.
You could collect players by birthplace, but if you're going to collect by country rather than state, it's probably better to do a subset from N172.
edited to add: thinking about this just made me curious about putting together a set of players from the largest cities in the world -- so I looked into it, and it turns out that only 4 players in major league history were born in any of the (currently) ten largest cities, and none of them played prior to 1996; wouldn't be much of a collection I guess, but I wonder how much more competitive the major leagues would be if there were serious baseball interest in, e.g., Mumbai, Moscow, or Istanbul