Do you mean you want to get the location of the client? If this is the case, perhaps you could utilize IP Adress Locator[^]
It makes no sense to fetch the list of countries or cities from somewhere else. This would make your site unreliable. I'd suggest that you store the information in the database, file or whatever you feel appropriate.
If you don't want to create the information (if that's why you try to avoid storing them), why not create a small program which gets all the countries and cities from some web service etc and then using that program store them inside the db. This way you don't have to manually input the information and you can refresh the data every once in a while.
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