How can I validate, in a dropdown field, a list of cities including the example towns:

When you select a state / department, in another dropdown the list of towns associated with the state / department appear.

* towns or municipalities of colombia (1123 municipalities)

(STATE)   (MUNICIPALITIES)

Antioquia Medellín

Antioquia Abejorral

Antioquia Abriaquí

Antioquia Alexandria

Antioquia Amagá

Atlantic Soledad

Atlantic Suan

Atlantic Tubará

Atlantic Usiacurí

Bolivar Cartagena

Bolívar Altos del Rosario

Bolivar Arenal

Bolívar El Carmen de Bolívar

Bolívar El Guamo

Bolívar Hatillo de Loba

Bolivar Magangué

Bolívar Mahates

Bolivar Margarita

Bolívar María la Baja

Bolivar Montecristo

Bolívar Mompós

Bolivar Morales

Bolívar Norosí

Bolívar Pinillos

Bolívar Regidor

Bolívar Río Viejo

Bolivar San Jacinto

Bolivar San Jacinto del Cauca

Bolívar San Juan Nepomuceno

Bolívar San Martín de Loba

Bolivar San Pablo de Borbur

You can show/hide fields in your form based on another field's answer.

How-to-Show-or-Hide-Fields-Base-on-User-s-Answer

However, it is not possible to change the options in a drop-down based on another field's answer.

May I suggest that you check the Dynamic Dropdown widget, please? Try adding it to your form and see if it will meet your requirements.

Feel free to let us know if you have other questions or concerns.