Hello
I've done that before for 18 countries , list of Provinces and cities but mainly they are not called cities
The usual terminology here is Admin level ... and it goes like Admin level 1 ,Admin level 2 .. etc
for example Australia .. goes like
1-Country Name : Australia
2-Adm. Level 1 ->
New South Wales
Queensland
South Australia
etc
3-And then Adm Level 2 , would be -New South Wales ->Sydney , Maitland .. etc
Regards