Without you passing a snippet of code it gets a bit tricky, but I'll try to answer it in a way that you can understand easily, come on ...
Your combobox1
has an event that runs every time you select a value (I'm not sure if you're using Windows Forms or WPF so I can not tell you the name of the event for sure). In this event you will program the routine that will load the cities in their second combobox
( combobox2
)
Here's a similar question, maybe it will help you:
link
You can also search for "Cascading combobox on c #" on Google, you will surely find many examples and tutorials.
Hugs.