Add this to your schema.yml

  state:
    id:
    name:          varchar(50)
  city:
    id:
    state_id:
    name:          varchar(50)
 

Create a batch/load_citystates.php

define('SF_ROOT_DIR',    realpath(dirname(__FILE__).'/..'));
define('SF_APP',         'frontend');
define('SF_ENVIRONMENT', 'dev');
define('SF_DEBUG',       true);
 
require_once(SF_ROOT_DIR.DIRECTORY_SEPARATOR.'apps'.DIRECTORY_SEPARATOR.SF_APP.DIRECTORY_SEPARATOR.'config'.DIRECTORY_SEPARATOR.'config.php');
 
sfContext::getInstance();
 
// initialize database manager
$databaseManager = new sfDatabaseManager();
$databaseManager->initialize();
 
echo 'Loading States - ';
 
$page = file_get_contents('http://www.citytowninfo.com/places');
 
preg_match_all('@<tr><td><a href="http://www.citytowninfo.com/places/[^"]*"><strong>([a-z-A-Z ]*)</strong></a></td><td>[^<]*</td><td><a href="http://www.citytowninfo.com/places/[^/]*/[^"]*">[^<]*</a></td></tr>@i', $page, $states, PREG_SET_ORDER);
 
echo count($states). "\n";
 
for ($i = 0; $i < count($states); $i++)
{
    $state = new State();
    $state->setName($states[$i][1]);
    $state->save();
 
    $page  = file_get_contents('http://www.citytowninfo.com/places/' . str_replace(' ', '-', strtolower($state->getName())) . '/alphabetically/a-d');
    $page .= file_get_contents('http://www.citytowninfo.com/places/' . str_replace(' ', '-', strtolower($state->getName())) . '/alphabetically/e-h');
    $page .= file_get_contents('http://www.citytowninfo.com/places/' . str_replace(' ', '-', strtolower($state->getName())) . '/alphabetically/i-l');
    $page .= file_get_contents('http://www.citytowninfo.com/places/' . str_replace(' ', '-', strtolower($state->getName())) . '/alphabetically/m-p');
    $page .= file_get_contents('http://www.citytowninfo.com/places/' . str_replace(' ', '-', strtolower($state->getName())) . '/alphabetically/q-u');
    $page .= file_get_contents('http://www.citytowninfo.com/places/' . str_replace(' ', '-', strtolower($state->getName())) . '/alphabetically/v-z');
 
    preg_match_all('@<tr><td><a href="/places/[^/]*/[^/]*"><strong>([a-z-A-Z ]*)</strong></a></td><td>[^<]*</td><td>[^<]*</td></tr>@i', $page, $cities, PREG_SET_ORDER);
?>
Getting cities for <?php echo $state->getName(); ?> - <?php echo count($cities); ?>
 
<?php
    for ($j = 0; $j < count($cities); $j++)
    {
        $city = new City();
        $city->setName($cities[$j][1]);
        $city->setStateId($state->getId());
        $city->save();
    }
}