Visual control of a filter

I can think of two options to accomplish what you want:

1. Add cities as a slicer instead of (or in addition to) a filter.  That will get cities onto the report Canvas and will interact with your other visuals.  See https://powerbi.microsoft.com/en-us/documentation/powerbi-service-tutorial-slicers/

2. Add cities underneath states in your bar chart to create a drill-down.  That will allow you to drill into each state and see the cities underneath them from within the bar chart.  See https://powerbi.microsoft.com/en-us/documentation/powerbi-service-drill-down-in-a-visualization/