Nested GridViews Bound to ObjectDataSource

How can I display Country and City information in a nested fashion like:

This can be done in three steps:

Create a object that will fetch data from database and structure it as collection of countries and collection of cities for each country

// Class used by ObjectDataSource
// Fetches data from database
// Puts the data as list of countries with list of cities within
public class CityHelper
{
    private Dictionary<Country, List<City>> cities = new Dictionary<Country,List<City>>();

    public CityHelper()
    {
        SqlConnection conn = new SqlConnection(ConfigurationManager.ConnectionStrings["Pubs"].ConnectionString);
        conn.Open();

        string sql = "SELECT co.CountryID, ci.CityID, co.Country, ci.City FROM Country co INNER JOIN City ci ON co.CountryID = ci.CountryID";

        SqlDataAdapter adapter = new SqlDataAdapter(sql,conn);
        DataTable table = new DataTable();
        adapter.Fill(table);

        foreach (DataRow row in table.Rows)
        {
            // Add the country, city information 
            // to the Dictionary as KeyValuePair
            Country country = new Country();
            country.CountryName = (string)row["Country"];
            country.CountryID = (int)row["CountryID"];

            City city = new City();
            city.CityName = (string)row["City"];
            city.CityID = (int)row["CityID"];

            
            if (cities.ContainsKey(country))
            {
                List<City> cityList = cities[country];
                cityList.Add(city);
                cities[country] = cityList;
            }
            else
            {
                List<City> cityList = new List<City>();
                cityList.Add(city);
                cities.Add(country, cityList);
            }
        }
    }

    public Dictionary<Country, List<City>> GetCities()
    {
        return cities;
    }
}

// Country class with CountryID, CountryName
// This class implements IEquatable interface as 
// this class is used as Dictionary Key
public class Country : IEquatable<Country>
{
    private int countryID;
    public int CountryID
    {
        get { return countryID; }
        set { countryID = value; }
    }

    private string countryName;
    public string CountryName
    {
        get { return countryName; }
        set { countryName = value; }
    }

    // The below three methods are required
    // if this class is to be used for Dictionary Key
    public bool Equals(Country c)
    {
        if (countryName == c.countryName)
            return true;
        else
            return false;
    }

    public override bool Equals(object obj)
    {
        Country c = (Country)obj;
        return Equals(c);
    }

    public override int GetHashCode()
    {
        return countryName.GetHashCode();
    }


}

// City class with CityID, CityName
public class City
{
    private int cityID;
    public int CityID
    {
        get { return cityID; }
        set { cityID = value; }
    }

    private string cityName;
    public string CityName
    {
        get { return cityName; }
        set { cityName = value; }
    }
}

Create a nested Gridview with outer GridView bound to the ObjectDataSource

<asp:GridView ID="gv" runat="server" AutoGenerateColumns="false"
 DataSourceID="odsCities" OnRowDataBound="gv_RowDataBound">
<Columns>
    <asp:TemplateField>
        <ItemTemplate>
            <asp:Label ID="lblCountry" runat="server" 
            Text='<%# Eval("Key.CountryName") %>'></asp:Label>
            <asp:GridView ID="gvCities" runat="server" 
            AutoGenerateColumns="false">
                <Columns>
                    <asp:TemplateField>
                        <ItemTemplate>
                            <%# Eval("CityName") %>
                        </ItemTemplate>
                    </asp:TemplateField>
                </Columns>
            </asp:GridView>
        </ItemTemplate>
    </asp:TemplateField>
  </Columns>
</asp:GridView>
<asp:ObjectDataSource ID="odsCities" runat="server" 
TypeName="ForumSamples6.CityHelper" SelectMethod="GetCities" />

Handle the OnRowDataBound of the Outer GridView. In this, bind the inner GridView to the appropriate cities collection

//  Called when each row of GridView is bound to data
protected void gv_RowDataBound(object sender, GridViewRowEventArgs e)
{
    if (e.Row.RowType == DataControlRowType.DataRow)
    {
        // Get the data as KeyValuePair of Dictionary
        KeyValuePair<Country, List<City>> kvp = 
            (KeyValuePair<Country, List<City>>)e.Row.DataItem;
        // Bind to the list of cities
        GridView gvCities = (GridView)e.Row.FindControl("gvCities");
        gvCities.DataSource = kvp.Value;
        gvCities.DataBind();
    }
}