Edit in JSFiddle

var countries = 'US,Germany,UK,Japan,Italy,Greece'.split(','),
    cities = 'Washington,Bonn,London,Tokyo,Rome,Athens'.split(','),
    data = [];
for (var i = 0; i < countries.length; i++) {
    data.push({
        country: countries[i],
        city: cities[i],
        downloads: Math.round(Math.random() * 20000),
        sales: Math.random() * 10000,
        expenses: Math.random() * 5000
    });
}
var grid = new wijmo.grid.FlexGrid('#FlexGrid');
grid.itemsSource = data;
grid.columns[1].dataMap = new wijmo.grid.DataMap(cities);

grid.beginningEdit.addHandler(function (s, e) {
    var col = s.columns[e.col];
    if (col.binding == 'city') {
        switch (s.rows[e.row].dataItem.country) {
            case 'US':
                col.dataMap = ['Washington', 'Miami', 'Seattle'];
                break;
            case 'UK':
                col.dataMap = ['London', 'Oxford', 'Bath'];
                break;
            case 'Japan':
                col.dataMap = ['Tokyio', 'Sendai', 'Kobe'];
                break;
            case 'Greece':
                col.dataMap = ['Athens', 'Santorini', 'Thebes'];
                break;
            case 'Germany':
                col.dataMap = ['Bonn', 'Munich', 'Kiel'];
                break;
            case 'Italy':
                col.dataMap = ['Rome', 'Florence', 'Milan'];
                break;
            default:
                col.dataMap = ['Unknown Country!'];
                break;
        }
    }
});

<div id="FlexGrid"></div>