Consider a classical system which admits certain macroscopic level of description. It is known, that for two pure states $\omega_1$ and $\omega_2$ on this level of description the entropy of the system is $S_1$ and $S_2$ accordingly.
Next, let us consider a mixed state: $$ \omega_\text{m} = \alpha \omega_1 + (1-\alpha) \omega_2 $$
What is the entropy of $\omega_\text{m}$ in terms of $S_1$ and $S_2$?
I think there should be nothing special regarding the sum of greater number of pure states, so I chose the simplest case of two pure states. If my assumption is not true, please indicate.
For the used notion of states see an entry in n-Lab on observables and states.