Mac 2011 Data validation with multiple list selection

I am using a mac with Excel 2011. I am trying to create a validation list thats dependent on what is selected in another cell.
For example, i have several named ranges in another worksheet, State and City. I want the user to select in one cell State, city or other, then depending on which is selected, that will determine which list gets used in the next cell, State or city. If other is selected i want the cell to remain blank. I already setup the lists for state and city.
The indirect function does not work. I get no drop down list at all. Any ideas? Excel for mac is not as easy or straightforward as the windows version

Any ideas would be appreciated. Thanks.

Tony:
Thanks for the information. i found that site to be helpful, but my lists still do not work!!!!
i did download the sample file, DataValDepend.xlsx,(which i attached as well) and that works fine on my computer. See the Tab data Validation in that workbook. So its not an excel limitation on the mac. I did however notice that my list names are in name manager, but they do NOT appear when i select the drop down in the name box on any worksheet!!!!! I attached a copy of my file so you can see what i mean. It is called Strange Lists.

To create those names, i open name manager (command - F3), type a name for my list and type my formula. Is this wrong? I used the offset function because i want the list to automatically expand for when i add new items.

What i am trying to accomplish is this: on the 2015.01 tab i have made first and second columns. in the first column you select either state, city or other. If state or city is selected, those lists will appear in the Second column. if you pick other, i want the Second column to remain blank.

Any thoughts or ideas? Any help or ideas will be appreciated.
Thanks.