Hi,
That would be quite complex to do.
One alternative is this:
www.hikashop.com/marketplace/product/247-address-auto-fill.html
With it, you can have an input field which replaces the street, city, post code, state and country fields, and helps the user fill in his address via Google Maps' auto fill API.
This simplifies inputting the address quite a lot for customers.
Now, I checked the URL you provided and I understand that you want your customers to provide an address in a game, not a real address. So what I propose above won't help.
What you could do is to not use the country / state system.
Instead, create custom address fields of the type "single dropdown". In them, you can provide the values you want to be available. And you can use the "display limited to" setting of the fields to show/hide them based on what is selected in another field.
So you would create one field for the 1st level of selection, then one field per choice of that 1st level selector, then one field per choice of the 2nd level selector.
Another solution would be to create your own HikaShop plugin and implement the Fields API:
www.hikashop.com/support/documentation/6...entation.html#fields
With it, you can create your own type of custom field and you can do whatever your want with them. But it requires strong PHP skills to do it.