Is there some sort of country / city database setup?
 

i dont know where i can find such a thing, or that i have to populate my own database manually, but are there some sort of solutions out there where a user can select country/state, and the next field would have a list of cities?

this would be worldwide and not just usa/canada

no eh? :S

you could just get something like the maxmind geo ip database.. from there it would be a pretty simple script..