Unfortunately, it is not possible currently to use foreign keys in list filter of the admin website. list_filter=['city__country'] doesn't work.
This filter spec tries to workaround this problem.
It is also possible to have 2 filters for a foreign-key field but it requires to add a dummy field to the model. Set the fk_filterspec dictionnary on this dummy field and add 'fk':'real-field' to the dict.