Creating a View that Nests a Flat 'City' Taxonomy Under hierarchical 'State' Tax

I have created a custom post type called 'Events,' along with two custom taxonomies – 'City' and 'State.' The 'State' taxonomy is hierarchical, since there are only 50 states and I want to use a checkbox on the CRED form to display the choices. The 'City' taxonomy is flat, because I expect to have events submitted from dozens of different cities and I want to allow people to create a new city when filling out the CRED form.

The issue is that I am now trying to create a View with Cities listed under their respective States. But because there is no parent-child relationship between the two taxonomies, I can't figure out how to do it.

Suggestions? Thanks!