It seems just by observation that JBoss does not yet support the feature from the specification of having multiple business interfaces. At least not in an automated way.
However, it looks like Glassfish does. Using the example from the original post, I was able to see that Glassfish exposes the business interfaces in the usual EJB 3.0 way, BUT prefixed with a pound sign (#). It looks like this:
I don't believe that this automatic binding is part of the specification, but it works - at least with Glassfish. In a client, if I do the following lookup:
IState is = (IState)ic.lookup("#"+IState.class.getName());
ICountry ic = (ICountry)ic.lookup("#"+ICountry.class.getName());
I can then call the methods defined in the interfaces and get the response back from the bean deployed in the application server.