Geographic orgaization of directory listing?

I am wanting to create a structure like:

North America

Texas (State)


Directory category

Directory sub category (maybe)


I see with the directory plugin you can organize the listing by categories and then stack the categories by associated them as children under parent categories.

Is there a faster way to create this structure besides creating category after category?

I do have a sweat band however I would prefer to save it for summer lake fishing!