Did you check if the sql string uses the correct values?
sql = "select * from Address where City = '" & cboCity.Text & "'"
I'm not 100% sure actually, but I thnk the SelectedIndexChange-Event is executed BEFORE the server controls are finished.
So check if cboCity.Text is empty in the procedure.
If it's emtyp try to use the follwing:
sql = "select * from Address where City = '" & Request.Form("cboCity") & "'"
(Replace "cboCity" with the correct name of the control -> see Request.Form.AllKeys() in the immidiate window at runtime break)