List Lookup - Cascading Checkbox Lookups

I have a checkbox lookup list for countries and a checkbox lookup list for locations in those countries.

E.g.

Countries - (Lookup List 1)

• Austria
• Belgium
• France
• Greece

Locations - (Lookup List 2)

• AUT Location 1
• AUT Location 2
• BEL Location 1
• BEL Location 2
• etc.....

Currently when I tick one of the countries (e.g. Austria), that country's locations will appear in Lookup List 2.

Is there a way to combine these two lookup lists into one cascading list so that when a country is selected, the locations appear in the same list like shown below?

E.g.

• Austria
  • AUT Location 1
  • AUT Location 2
• Belgium
  • BEL Location 1
  • BEL Location 2
• France
  • FRA Location 1
• etc....

Any help would be appreciated. Thanks.