MySQL中如何通过多列主键选择多行？

我有一个带有多列主键（城市/州/日期）和更多数据列的表。我正在寻找每个城市/州的最新数据。我如何干净/高效地做到这一点？现在，我可以通过执行第一个查询来获取我尝试获取的所有行的列表，然后执行带有大量 WHERE 子句的第二个查询：

 SELECT state, city, max(date) from data GROUP BY city, state;

+-------+---------------------+------------+
| state | city                | MAX(date)  |
+-------+---------------------+------------+
| CA    | San Francisco       | 2013-09-01 |
| CA    | Los Angeles         | 2013-08-01 |
| NY    | New York            | 2013-10-01 |
| ...   | ... (many rows) ... | ...        |
+-------+---------------------+------------+


SELECT * FROM data WHERE 
    (state = "CA" AND city = "San Francisco" AND date='2013-09-01') OR 
    (state = "CA" AND city = "Los Angeles" AND date='2013-08-01') OR 
    (state = "NY" AND city = "New York" AND date='2013-10-01') OR 
    ...

这确实很难看且效率低下，如果第一个查询返回很多行，我的第二个查询可能会太长。显然，如果我有一个单列主键，我可以使用 IN() 进行子选择，但这在这里实际上是不可能的。有什么建议么？

更新：我用子选择尝试了比尔的建议，但它没有使用任何键并且需要很长时间。如果我将子选择限制为仅返回 5 行，它将在 0.64 秒内返回。如果我让它返回所有 73 个城市/州组合，则需要很长时间（查询仍在运行）。

EXPLAIN SELECT * FROM data WHERE (city, state, date) IN (SELECT state, city, MAX(date) FROM data GROUP BY city, state)
+----+--------------------+-------+-------+---------------+---------+---------+------+-------+-------------+
| id | select_type        | table | type  | possible_keys | key     | key_len | ref  | rows  | Extra       |
+----+--------------------+-------+-------+---------------+---------+---------+------+-------+-------------+
|  1 | PRIMARY            | data  | ALL   | NULL          | NULL    | NULL    | NULL | 13342 | Using where |
|  2 | DEPENDENT SUBQUERY | data  | index | NULL          | PRIMARY | 57      | NULL |  8058 | Using index |
+----+--------------------+-------+-------+---------------+---------+---------+------+-------+-------------+

我认为这应该对你有用：

select 
    * 
from 
    data t1
natural join 
    ( 
        select 
            city, 
            state, 
            max(date) as date
        from 
            data
        group by 
            city, 
            state
    ) t2;