ClassifiedEngine provides advance location management option that can accept unlimited countries -> states -> cities -> regions in n-tier parent-child hierarchy.
You can add countries, states with countries, cities within states or further region with cities manually using location management system.
To keep management simple, we already prepared world cities database created from https://simplemaps.com/data/world-cities (basic) version.
This database includes all countries, main states and main cities within states.
It's not by default available but you can download it from link below.
Just simply execute sql query on your database, it will update locations database.