For a project i needed a list of countries states of US and then cities of each state, i could not find any single resource  that matched my requirements so i complied a list my self it took me few hours .  the MS SQL script provided will create three tables

1 – Countries
2 – States
3 – Cities

Deleting countries will delete all states and cities related to that country and if a state is deleted all cities related to the state will also be deleted

Download SQL for MS SQL : locations.zip