So, against the background of the problem with which this question arises, kindly refer to this link .
As the accepted answer suggests, I went with the code provided and was able to accomplish what I originally wanted. But making a dictionary was not my ultimate goal. My ultimate goal in this dictionary was to convert it to a DataFrame, which I was able to. Here is what I did:
df = pd.DataFrame(([st, cty] for st, cty in dic.items() for cty in dic[st]),
columns = ["State", "City"])
For your source link, the variable is dic
as follows:
{'Alabama': ['Auburn',
'Florence',
'Jacksonville',
'Livingston',
'Montevallo',
'Troy',
'Tuscaloosa',
'Tuskegee'],
'Alaska': ['Fairbanks'],
'Arizona': ['Flagstaff', 'Tempe', 'Tucson'],
'Arkansas': ['Arkadelphia',
'Conway',
'Fayetteville',
'Jonesboro',
'Magnolia',
'Monticello',
'Russellville',
'Searcy'],
'California': ['Angwin',
'Arcata',
'Berkeley',
'Chico',
'Claremont',
'Cotati',
'Davis',
'Irvine',
'Isla Vista',
'University Park, Los Angeles',
'Merced',
'Orange',
'Palo Alto',
'Pomona',
'Redlands',
'Riverside',
'Sacramento',
'University District, San Bernardino',
'San Diego',
'San Luis Obispo',
'Santa Barbara',
'Santa Cruz',
'Turlock',
'Westwood, Los Angeles',
'Whittier'],
'Colorado': ['Alamosa',
'Boulder',
'Durango',
'Fort Collins',
'Golden',
'Grand Junction',
'Greeley',
'Gunnison',
'Pueblo, Colorado'],
'Connecticut': ['Fairfield',
'Middletown',
'New Britain',
'New Haven',
'New London',
'Storrs',
'Willimantic'],
'Delaware': ['Dover', 'Newark'], .... all the other states with their city names
The result that I got after running the above code is as follows (screenshot):

: , , " DataFrame", , , for
.
- , for
for
. Pandas.