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I am working on an example for you. But I will need a little time.
Basically, you create a field, such as Country and add some values to it (dropdown type field).
Then you add a section and make it conditional for the value you put in the country.
Then add another field of dropdown type with just the regions for that particular country.
Add another section conditional for the region and then a dropdown field under that for the cities in that particular region.
Then you have to repeat that for every combination. It's a bit of work if you have several values in each field. And maybe even undoable if you have dozens of values.
It's not as easy as it sounds. The underlying core data structure in Jira does not quite support it and the ability to do that was not seen as important enough by Atlassian. Hence others have gone and created (server) apps to do it. There's a couple of requests for it to be built into Cloud, but they're really not seeing a lot of votes or attention.
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