Select a state and only cities for that state will show.
Create the Master List:
Create the Source List for, Add the Data
Customize the master list in Power Apps.
Change the State and City cards to drop-downs
Bring in the Source List connection in
Set the values for the state, get the state from the source list datasource
Set the value for City, match the State value selected with the State in the datasource
Set State card Update property from
DataCardValue.Selected.Value to DataCardValue.Selected.Result
Set State card Update property from DataCardValue.Selected.Value
Save and Publish.