Can you please explain the problem in detail and if possible provide the file.
I would also like to know the relationship.
Right now I can only say that try using subsummarry part with sorting on that table.
There are a couple of different ways to approach the problem you've outlined.
The most common approach would be to build a print layout that is based on the 'child' (in this case Cities) table, so that each city record will be in the printed output, and of course you can include relevant fields from the Countries and States tables.
Similarly, if you export from the Cities table and include some related fields from Countries and States, you will the data for all cities structured accordingly.
There are other options for printing out related data - e.g. using portals and sliding techniques. They can be a little trickier to set up, so I suggest you try the above suggestion first and see if that works for your situation.
Many thanks Ray.
The problem was that I'd built the printout from the wrong level in my structure. It's looking like success!
Portals and sliding and many etceteras I already do.