How to create list within a list?

Let’s say i have a data type call Places where i have a “Country” Field of text type and a “District” field of list type. I want to create another list type called “Cities” within the “District” list. Please let me know how to accomplish this?

set up the data structure so that you a datatype called district and a field that is a list called cities…then in your data type of places which has the field of district as a list make it related to the district data type which has the list of cities

Thank you boston85719, that was very helpful.