Well you could always use the Fire Nation, Water Tribe, Earth Kingdom and oh wait
Ok for real though here's my advice if you want to go real deep with it.
Grab a couple books on Latin and Greek. Look up words for the elements. Then, choose a language that you feel reflects the imagery you want for each state. Perhaps the cold and ice-hard water people would bring to mind a Slavic people, so a book on Russian. Or maybe you think of them more as living on in tropic islands, and could incorporate some jamaican slang. Fit the words together as they sound good, they don't have to be real after all.
This will pull from a common western ancestry to conjure names similar to what we've known for centuries, but incorporate just enough to be unique.
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