Custom Fields Drop Down Fields Dynamically Update

Hello!

I am updating a web form and want to add custom drop down (in an effort to keep submissions uniform) fields to capture a leads country and state.

I am well versed in creating custom contact fields but am wondering if there is a way to create it so that the “state” drop down option is update based off the “country” selected? Or if anyone has any great advice on the best way to collect this info from contacts using custom fields or other geolocation identifiers.

Thanks!