Non-VBA solution....
Insert 2 columns before column A, so now your statelist is column C, and
your county list is column D.
A2: =IF(COUNTIF($C$2:$C2,C2)=1,MAX($A$1:A1)+1,"")
B2: =IF(C2=myState,MAX($B$1:B1)+1,"")
Copy A2 & B2 formulas down to bottom of data set.
E2: =IF(ROW()-1>MAX($A:$A),"",VLOOKUP(ROW()-1,$A$2:$C$1000,3,FALSE))
F2: =IF(ROW()-1>MAX($B:$B),"",VLOOKUP(ROW()-1,$B$2:$D$1000,3,FALSE))
I copied E2 down to E51, and F2 down to F101. Not sure if you have all 50
states, or if you are including territories, not sure if any state has more
than 100 counties, expand or modify the variables below as needed, and where
you need the formulas in E and F above as needed.
Then, in my example, I have named the cell that your drop down box for your
state is as myState.
I had to define two other variables, State List and County List
Insert|Name|Define:
StateList: =OFFSET(Sheet1!$E$2,0,0,50-COUNTBLANK(Sheet1!$E$2:$E$51),1)
CountyList: =OFFSET(Sheet1!$F$2,0,0,100-COUNTBLANK(Sheet1!$F$2:$F$101),1)
Using Data Validation for the drop down box for your state
Data|Validation, Allow: List, Source: =StateList
The drop down box for your count
Data|Validation, Allow: List, Source: =CountyList