from django.contrib.admin import SimpleListFilter

# admin.py
class CountryFilter(SimpleListFilter):
    title = 'country' # or use _('country') for translated title
    parameter_name = 'country'

    def lookups(self, request, model_admin):
        countries = set([c.country for c in model_admin.model.objects.all()])
        return [(c.id, c.name) for c in countries]
        # You can also use hardcoded model name like "Country" instead of 
        # "model_admin.model" if this is not direct foreign key filter

    def queryset(self, request, queryset):
        if self.value():
            return queryset.filter(country__id__exact=self.value())
        else:
            return queryset

#
# Example setup and usage
#

# models.py
from django.db import models

class Country(models.Model):
    name = models.CharField(max_length=64)

class City(models.Model):
    name = models.CharField(max_length=64)
    country = models.ForeignKey(Country)

# admin.py
from django.contrib.admin import ModelAdmin

class CityAdmin(ModelAdmin):
    list_filter = (CountryFilter,)

admin.site.register(City, CityAdmin)