d = {key: g.pivot(index='State', columns='County', values='FIPS').to_dict('records')[0] for key, g in df_test.groupby('State')}
d
###
{'California': {'Los Angeles County': '34027',
'Orange County': '23421'}, 'New York': {'Mason County': '12345',
'Stephan County': '12456',
'Willams County': '54321'}}
d['California']
###
{'Los Angeles County': '34027', 'Orange County': '23421'}
Apparently you want a third map made of keys from the second map, and matching values from the first map.
Map< String , String > thirdMap = new HashMap<>() ;
for ( Map.Entry< String , String > entry : secondMap.entrySet() ) {
thirdMap.put(
entry.getKey() , // Second map’s key.
firstMap.get( entry.getValue() ) // First map’s value.
);
}

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