So I'm trying to create a drop down list but it would have around at least 1000+ entries. To make this easier I wanted to create several smaller categories and have the correct drop down populate based on a previous cell's entry. To make sure this is making sense:

-the 1000+ entries are locations across the world
-I've added each location in lists/tables for each country
-User will select the country
-I'd like the next cell to populate a drop down list containing only the locations in the country selected.
-if the country the US, it is further divided into states (also user supplied)

obviously using nested if statements will be minimum 50 statements deep. To the more experienced people (pretty new to doing this level of thing in excel), what would you recommend using?

I was looking at VLOOKUP but I've never used it and it doesn't seem like it is the right option. If I'm wrong please let me know!

Thanks in advance.