Can you have a drill down question where the first answer affects both the next two options?

Hi
I would like a drill down where the first option impacts the next two options, instead of the section option impacting the third.
My example for this is I would like the drill down to be
State:
County:
City:

However, my cities don't fit neatly into the counties, instead I would like the user to select a state and then have to pick their city and county in the state. Is there a way to do this without having two separate drill down questions. I believe I can do this with a massive CSV file where every County no matter what leads to the same set of cities, but is there another way?

Thanks!
Shira