With that text file you can use jQuery and make:

$.get('WeatherLocationDatabase.txt', function(text){
  var markup = "",
      i, item,
      data = text.split(/CityName="(.+)"\sLocation="(.*)"\sCountry="(.*)"\s?/mg).filter(function(e){return e});
  for( i = 0; item = data[i]; i+=3){
    // no need to specify value if equals to inner text.
    markup += "<option>" + item + "</option>";
    // you could break if data[i+1] or data[i+2] changes
  }
  $("#someSelectID").append(markup);
});

Explained var data: I split through RegEx to match CityName, Location and Country value, and then I remove the empty strings indexes generated by the RegEx split with the filter hack. At that moment, data should look like:

["Aachen, DE", "EUR|DE|GM011|AACHEN", "Germany", "Aalborg, DK", "EUR|DK|DA007|AALBORG", "Denmark", "Aalesund, NO", "EUR|NO|NO007|AALESUND", "Norway", "Aare, SE", "EUR|SE|SW006|AARE", "Sweden", "Aarhus, DK", "EUR|DK|DA001|AARHUS", "Denmark", "Aba, NG", "AFR|NG|NI008|ABA", "Nigeria", "Abadan, IR", "MEA|IR|IR016|ABADAN", "Iran", "Abakan, RU", "ASI|RU|RS033|ABAKAN", "Russia", "Abbotsford, CA", "NAM|CA|BC|ABBOTSFORD", "Canada", "Abeokuta, NG", "AFR|NG|NI000|ABEOKUTA", "Nigeria", "Aberdeen, UK", "EUR|UK|UK002|ABERDEEN", "United Kingdom", "Abidjan, CI", "AFR|CI|IV002|ABIDJAN", "Ivory Coast"]

Which is basically: [CityName1, Location1, Country1, CityName2, Location2, Country2, ..., CityNameN, LocationN, CountryN] where N is line number.

Then I iterate every 3 items (because there are 3 properties)

Hope this helps.