Jan 21, 2019 12:55 PM|yogyogi|LINK
This is the concept of Cascading drop down controls. In your states dropdown change event you call jQuery that will fill the city dropdown based on the selected states in the states dropdown.
Kindly check this reference tutorial - How to Populate Cascading Dropdownlist with AJAX in ASP.NET
If you want to filter out all the cities based on states ddl selected value, then you have to keep all the cities with there states in json format in some hidden text box. Then you filter the cities values from the json and bind the city ddl with it.