Non-American here. Why is the annual presidential speech given to Congress called "State of the Union"? In these speeches, the president informs Congress on the state of the country, right? So why is it called "State of the Union" but not "State of the Country?" What does "union" exactly refer to here? The union of the 50 states?
The name of the USA in full is "The United States of America". As indicated by its name it is both a sovereign country and a union of states. This is called a federal structure.
The country is referred to as a "Union" several times in the constituion. Notably in the preamble:
We the People of the United States, in Order to form a more perfect Union, establish Justice, insure domestic Tranquility, provide for the common defence, promote the general Welfare, and secure the Blessings of Liberty to ourselves and our Posterity, do ordain and establish this Constitution for the United States of America.
Then when discussing taxation
Representatives and direct Taxes shall be apportioned among the several States which may be included within this Union
When discussing the powers of Congress:
To provide for calling forth the Militia to execute the Laws of the Union, suppress Insurrections and repel Invasions;
And on the requirement for the President to give a State of the Union speech:
He shall from time to time give to the Congress Information of the State of the Union,...
This last reference is the origin of the phrase, and it is clear that "the Union" refers to the Union of States that form the United States.