Yes, this can be done. Since the data is all in the same table, you cant use the numeric ID column to form the relation ship between the State/Province and City, instead you will need to use the State/Provence itself.
The Parent recordset will return only the state/Province column.
use this Recordset to populate the parent list, set both the label and the Value to use the State/Province column.
The child recordset will return the State/Province Column and the City Column.
use this recordset in the Create Dynamic Array behavior.
Set the Parent ID to the State/Province Column, and set the Child ID and Child Label to the City column.