Using the SF1 api, when I loop through the counties in Virginia, it finishes the county loop and then begins a loop through cities. I noticed it while running a nested loop for the entire US. Virginia was the only state that I noticed doing this, though there could be others.
Here's the URL I'm using that generates this list of counties + cities.
http://api.census.gov/data/2010/sf1?key={ikey}&get=NAME&for=county:*&in=state:51
