Linking grids without nesting or master-detail

Is there a way to link grids without nesting or master-detail? I want the first grid to display and the user selects one of the records and then he is taken to another window where the related records from grid 2 are displayed. I want to do this in a fashion that he can do this for grids 3, 4, 5, etc. where one relates to the previous. I also want to be able to link to another set of grids in the same way, so the user can say link from states to cities to hotels, or states to cities to restaurants, or states to recreation categories to parks for example.

Appreciate any recommendations/approaches.

Thank you!!