Columnfilter dynamic filtering

Helo! I have a table with columnfilter select and what I want to do is: If I select a value and the table get filtered, and I want to add a second filtering option, the second filtering option only display the values that the table currently has.

For example:
I have a table with country and city column. If I select country/USA, the city column only shows the cities that USA has, not all the cities.

Thanks!