Without the data its difficult to answer, but if the values are Python dict, applying a pandas Series on rows should work:
df['address'].apply(pd.Series)
You will have to assign the result back to the original dataframe, and if the values are JSON string, you may first want to convert it to dictionary using json.loads
SAMPLE RUN:
>>> df
x address
0 1 {'city': 'xyz', 'state': 'Massachusetts', 'country': 'US'}
1 2 {'city': 'ABC', 'state': 'LONDON', 'country': 'UK'}
>>> df.assign(country=df['address'].apply(pd.Series)['country'])
x address country
0 1 {'city': 'xyz', 'state': 'Massachusetts', 'country': 'US'} US
1 2 {'city': 'ABC', 'state': 'LONDON', 'country': 'UK'} UK
Even better to use key directly along with Series.str:
>>> df.assign(country=df['address'].str['country'])
x address country
0 1 {'city': 'xyz', 'state': 'Massachusetts', 'country': 'US'} US
1 2 {'city': 'ABC', 'state': 'LONDON', 'country': 'UK'} UK