SynapseVampire is correct, but you can develop a report so that it sort of mimics one parameter controlling another. For example, {?city} will pull in all cities of interest if used in the select statement. You could set up a second parameter that asks whether to look at the city or country level, e.g., {?geoglevel}. Then create a formula {@geoglevel}:
if {?geoglevel} = "Country" then
(if {city} in ["Boston","LA", "St.Paul","Houston"] then "USA" else
if {city} in ["Toronto", "Montreal","Quebec"] then "Canada" else "Other Country"

else
if {?geoglevel} = "City" then {city}
You could also set this up using a select-case statement, if that's easier.
You can group on this, so that Group 1 and related summaries will be either at the city or country level, depending on {?geoglevel}.
You can also use parameters to make your report a detail one or a summary one by using a third parameter {?reportlevel} (summary or detail) and conditionally suppressing detail sections and page headers, etc., using {?reportlevel} = "Summary".
In other words, you can still do some interesting things with parameters, despite the limitations.
-LB