Compared to Matlab’s Mapping Toolbox, the mapping ability of Mathematica is rather rudimentary. The overall quality of built-in maps is poor and lack of details. The most annoying problem is that it can't import ESRI shapefile directly. Here is one simple example to show how you can import your own data. Boundaries of Indiana and Illinois in shapefile format are exported to csv format (x,y), then import csv file and display as Polygon. The imported data works well with the built-in map.