(Note: "Collapse" should be taken to mean a loss of complexity. "Dissolve" means an increase of complexity. My definitions don't make great sense, but I feel we need some)
The number one reason states collapse or peacefully dissolve and are added to other states, including military reasons is:
The inability to adapt and react to change, or more commonly known as
Gross Ineptitude, Mismanagement and Political Corruption
There are many theories concerning how and why this occurs.
First the WHY
This is not the best source, I apologize, but the conclusions we can draw from it will be pretty much the same.
The British historian Arnold J. Toynbee, in his 12-volume magnum opus A Study of History (1961), theorized that all civilizations pass through several distinct stages: genesis, growth, time of troubles, universal state, and disintegration. (Carroll Quigley would expand on this theory in his The Evolution of Civilizations.)
Toynbee argues that the breakdown of civilizations is not caused by loss of control over the environment, over the human environment, or attacks from outside. Rather, societies that develop great expertise in problem solving become incapable of solving new problems by overdeveloping their structures for solving old ones
According to Toynbee, the minority of people in a society who are problem solvers become entrenched and begin reflecting backward on their accomplishments, rather than working on solving the new problems. This dynamic results in internal conflict within the society until they are overthrown or the state collapses due to their mismanagement for some other reason.
Here's the HOW
Fragility of Complex Systems
As states become more complex, they have more points of potential weakness that could lead to a cascade of societal collapse. This explanation was commonly invoked to explain the recent global financial crisis. The Soviet Union is a possible example.
Limits of Imperial Conquests
As the title implies, many states that are empires will collapse or dissolve into other states when they can no longer expand their empire. Their entire structure of government is built around buying fealty of the military through the pillage of neighboring states. The Vikings and Mongols are examples.
Resource Depletion
Natural resources can be depleted if the leadership of a civilization do not take steps to adapt and create new ways of building homes, growing/raising food and trading with neighbors. An example is the Inca.
Occasionally, some states dissolve for other reasons, which likely they could not have helped:
Epidemic disease
The American Indians which encountered the Spanish for example.
Natural Disasters
Volcanic eruption, tsunami, mass unavoidable crop failures