Yes, ChrisM@Work, next table is
CREATE TABLE [dbo].[b]city.cat[/b](
[b]Country_iD[/b] [smallint] NOT NULL,
[b]Entity_iD[/b] [smallint] NOT NULL,
[b]City_iD[/b] [smallint] NOT NULL,
[b]City[/b] [varchar](64) NOT NULL,
CONSTRAINT [PK_City_iD] PRIMARY KEY CLUSTERED (
[b]Country_iD[/b] ASC,
[b]Entity_iD[/b] ASC,
[b]City_iD[/b] ASC
)WITH (PAD_INDEX = OFF, STATISTICS_NORECOMPUTE = OFF, IGNORE_DUP_KEY = OFF, ALLOW_ROW_LOCKS = ON, ALLOW_PAGE_LOCKS = ON) ON [PRIMARY]
) ON [PRIMARY]
GO
SET ANSI_PADDING OFF
GO
ALTER TABLE [dbo].[City.cat] WITH CHECK ADD CONSTRAINT [Fk_City_Entity_iD] FOREIGN KEY([Country_iD],[Entity_iD])
REFERENCES [dbo].[Entity.cat] ([Country_iD],[Entity_iD])
GO
ALTER TABLE [dbo].[City.cat] CHECK CONSTRAINT [Fk_City_Entity_iD]
GO
Sample
Country_iD: 32
Entity_iD: 1
City_iD: 1 (some id)
City: Buenos Aires (capital) (district)