I'm failing because mysql doesn't like characters in a city name:
UPDATE civicrm_state_province INNER JOIN civicrm_country ON civicrm_state_province.country_id = civicrm_country.id SET civicrm_state_province.name = 'dolnośląskie' WHERE iso_code = 'PL' AND abbreviation = 'DS'
If fails with "ncorrect string value: '\xC5\x9Bl\xC4\x85s...' for column 'name' at row 3]"
Running civicrm under Joomla 3.9.5.
Solution below.