Conditional Display in search form

I am creating Real Estate site and want to include the State and City in the search form.
However in the form field all the State and City are display and user are difficult to find their desire city.
Is there any way to display the City related to State in the search form ?
That mean if user select State A , then display the Cities under State A in the city field.(Eg MRT Line & MRT Station relation @ www.naganee.com where i created with other form builder.)
Thanks in advance for the advise.