I have four regions (i.e asia,europe,middle-east,america)

 protected void ddlCountry_SelectedIndexChanged(object sender, EventArgs e)
  {
   ddlState.DataSource = res.States(Convert.ToInt16(ddlCountry.SelectedValue));
   ddlState.DataTextField = "StateName";
   ddlState.DataValueField = "StateID";
   ddlState.DataBind(); 
   ddlState.Items.Insert(0, "Select");
   ddlDist.Enabled = false;
   ddlCity.Enabled = false;
  }
 protected void ddlState_SelectedIndexChanged(object sender, EventArgs e)
    
  {
   ddlDist.DataSource = res.Districts(Convert.ToInt16(ddlState.SelectedValue));
   ddlDist.DataTextField = "DistName";
   ddlDist.DataValueField = "DistID";
   ddlDist.DataBind();
   ddlDist.Items.Insert(0, "Select");
   ddlDist.Enabled = true;
   ddlCity.Enabled = false;
  }

protected void Page_Load(object sender, EventArgs e)
{
   If(!IsPostBack)
   {
       Bind_Region();
       Bind_Countries();
   }
}
protected void Bind_Region()
{
     ddlRegion.DataSource=//get regions list from database.
     ddlRegion.DataTextField="Region_Name";
     ddlRegion.DataValueField="Region_Id";
     ddlRegion.DataBind();
}
protected void Bind_Countries()
{ 
     ddlCtry.DataSource=obj.Get_Countries(ddlRegion.SelectedValue);
//here Get_Countries is the business logic implementation, you should implement your business logic on here.

     ddlCtry.DataTextField="Ctry_Name";
     ddlCtry.DataValueField="Ctry_Id";
     ddlCtry.DataBind();
}

protected void ddlRegion_OnSelectedIndexChanged(object sender, EventArgs e)

{
     Bind_Countries();
}