Revised to suit...

Dim sState$, vData, vTmp, n&, k&

'Load the state - city list into vData,
'Then split each element using the " - " as delimeter
' and dump the 2nd element into colD...

k = 2 '//1st row of data
With Sheets("Sheet1")
sState = .Cells(1, 8).Value
For n = 1 to UBound(vData)
vTmp = Split(vData(n, 1), " - ")(1): k = k + 1
If vTmp(0) = sState Then .Cells(k, 4) = vTmp(1)
Next 'n
End With

--
Garry

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