Introduction
The attached code demonstrates the extended lookup field. Such field can be used to display any hierarchical structures, such as org charts, city-stat-country chains etc.
The biggest challenge and advantage of implemented design was to build a Connected Lookup Field as a listener to other Connected Lookup Fields. In contrast with multi-value column, each field is a separate column itself. That allows use of built-in WSS functionality such as filtering and sorting by column.
This version will work for lists <1000 items.
Install
run setup.exe
Configuration
In the current release all connected columns must be sourced within the same SharePoint list. The list can be loaded from a different SP Site though. I used a built-in Contacts list with populated geographical locations.

Add Connected Lookup Fields to your list. “Get Information From” should point to your source list (above).
“Value Column” is the actual column this field will display. “Parent Column” when is not empty, indicates that the “Value Column“ depends on another column. This implies that the list will contain another Connected Lookup Field, where the Parent column is a Value column.
“Broadcast Value” should be checked on the Parent Connected Lookup Field. It indicates that the column value will be published, thus listeners can watch for it.

Adding 3 columns in my example as:
|
Field name |
Parent column |
Value column |
Broadcast value |
|
Country |
N/a |
Country |
Yes |
|
State |
Country |
Sate/Province |
Yes |
|
City |
Sate/Province |
City |
No |
The desired functionality as connected dropdowns is shown in New and Edit forms .

After the target list populated, each of the Connected Lookup Fields renders as a separate column.

TBD