You've 2 options here, one is to set the File->Report Options->Convert null values to default.
The other is to think this through, in that if you're missing a city or a state, it's probably a bad idea to just display what you have, you need to flag them as bad.
So try:
if isnull({table.city}) or isnull({table.state}) then
"bad address"
else
if isnull({table.zip}) then
{table.city} & ", " & {table.state}
else
{table.city} & ", " & {table.state} & " " {table.zip}
Anyway, you get the idea, you can just change the bad address to reflect what you have if it doesn't matter if you have bad addresses.
-k