Hi,
Would anybody know where can we get a list of cities and countries of the world?

This is really a content question rather than a technical question. The problem gets complex because you have to decide who or what you consider a "competent source" for this kind of information.

One possible source for country information is the Wikipedia article on ISO-3166-1 codes, which just redirects you to the ISO web site.

Cities get a lot more "interesting" quickly. The problem lies in what you call a city, what information is publically available about those cities, how you want to format and present the information and many other issues. This is a long, slippery slope... Give some thought into whether you need to answer this question or not, and if you do need to answer it just what do you need to know/present in order to get the job done!

-PatP