Geonames database to create Country -->State / Region --> City dropdown

[Savera]

I have downloaded allCountries.zip  file from geonames.org and I am trying to use this database to create following list :

Country --> State --> City

However, I am not able find way to find region, all I can see that city name with country code in it.

Though it is said that database contains list of state / region too.

[TomEddy]

Country --> State --> City.National importance is greater than the city,