The problem you have stated requires the use of heirarchy.
Either you declare a heirarchy for the city - state or you can define a table with city and state as the column.
without defining a relationship between the city and state you will not be able to filter out the unselected cities from the listbox.
Tripura Agra Uttar
Ahmedabad Gujarat Ahmednagar Maharashtra Aizawl Mizoram Ajmer Rajasthan Akhnoor Jammu and Kashmir Akola Maharashtra Alandha Karnataka Alandi Maharashtra Alang Gujarat Alappuzha Kerala Aligarh Uttar