Is it possible to create this type of database for a massive forum?
You can choose this option 

Create on table to list all the state as below

State table with two columns 


StateId - int(PK)
StateName - varchar


City table with two column as


CityId - int(PK)
StateId - int(FK)
StateName - varchar


Now you can have User table to save member where you add column CityId as 'FK' as below


UserId - Int/bigInt(PK)
CityId - int(FK)
..Other columns


Now in webpage you show list of state, and on selcting state populate city list from City table and on selecting city populate members.