protected void ddlcity_SelectedIndexChanged(object sender, 
EventArgs e)
    {
        if (ddlcity.SelectedValue == "Any of the city name")
        {
            DataSet ds = GetUserInfo();
            GridviewCitycity.DataSource = ds;
            GridviewCity.DataBind();
        }
    }

protected void ddlcity_SelectedIndexChanged(object sender, 
EventArgs e)
    {
sqlConnection con= new sqlConnection(" ");
string str="select * from table where city ='" + 
ddlcity.SelectItem.Text ="'";
       sqlDataAdapter da= new slqDataAdapter(str,con)
dataset ds = new dataset;
da.fill(ds,"City");
dgview.datasource=ds.tables["City"];
dgview.dataBind();
}

On select change event of the list box use the following code.

Dim con as new sqlconn("connectionstring")
con.open()
dim da as sqlda("select * from table where cityname=" &
listbox1.selecteditem)
dim ds as new dataset
da.fill(ds)