2-Level Conditional Picklists

2-Level Conditional Picklists

Is it possible to create two levels of conditional picklists?  I've found and successfully implemented the following:

https://www.zoho.com/creator/help/fields/configuring-conditional-drop-downs.html#Create_Dynamic_Lookup

To carry forward their example, I want to add a third field, City.  The new City field would be dynamic and the values would change based on the State.  

It seems that it should be possible, but I can't quite wrap my head around how to apply the instructions above to this situation.  Any advise, guidance, directions would be most appreciated!

Thanks,
Jordan