JSFiddle - React, Tailwind, and code Playground

HTML

<select id="state" name='State'>
    <option value="AL">Alabama</option>
    <option value="AK">Alaska</option>
</select>
<select id="city" name='City'>
    <option class="AL" value="City A">City A</option>
    <option class="AL" value="City B">City B</option>
    <option class="AK" value="City C">City C</option>
    <option class="AK" value="City D">City D</option>
</select>

CSS

.hidden
{
    display:none;
}

JavaScript

$(function () {
    $('#state').change(function () {
         var selstate = $(this).val();
         $('#city option').addClass('hidden');
         $('#city option.hidden').not('.' + selstate).removeClass('hidden');
         $('#city option').not('.hidden').eq(0).prop('selected',true);
     });
});