How do you capture customer Country or Region?

Is there a way to capture a user’s country and city using a drop down option without having to add all the countries and cities manually? 

I was hoping to create something similar to how the phone number drop down works but without the phone number and once country is selected it would prompt the user to choose from a drop down of cities within the country selected. 

Is this possible? Any workarounds to capture this info for easy reporting?

Thanks!