Based on the example that you show above, the best solution will probably be dependent lookups.
You would choose the state in lookup 1, and lookup 2 will show you the available colleges in that state (the state must be a lookup field in the colleges entity).
This is an out of the box feature.
For the second lookup (the dependent lookup), you will need to open the form, and go to the lookup properties.
In the related record filtering, check the Only show records where box
Select the parent field name in the first box and the same field in the second box with the related entity name in parentheses.
See below sample:
In the screenshot above, my Task lookup (second lookup) will only show the Tasks, where the selected Project (first lookup) has been selected.
Hope this helps.