State/city heading in drop down list


Need to break up a list of locations by State that a visitor can select from, which enables an email response being sent to the appropriate location via webhook. I currently have a very long cumbersome list of 300 + locations which I have tried alphabetically, and it not user friendly.  I attempted to break locations down by state name ,

Tried adding a line in the drop down of example:   **New York** "  then an alphabetical listing of locations…but folks keep messing up and choose the state name vs the location name…which in turn messes up the email notifications…Perfect scenario would be a “double” list, choose state first, the specific location…Possible???