You can handle the
SelectedIndexChanged
[
^] event and inside the handler, you can change the value of the second ComboBox, like this,
void comboBox_SelectedIndexChanged(object sender, EventArgs e) {
}
This way, you can handle the change in first combo box, and depending on the value of SelectedIndex you can then search for the states for that country, and write them in the second combo box.