I did not find existing data of good quality that I can use directly. I thought that Wikidata was the best source to use and that it would be an opportunity to learn how to extract from this data source. Seems not so obvious to extract what I want and to deal with the links between all elements, and the different data types.
How to use query.wikidata.org or the REST API to get or construct the table with all cities in the United States with associated counties?
Example of what I want to get (for all the US cities) :
NY; ROCHESTER; MONROE
NH; MANCHESTER; HILLSBOROUGH
If more than one county, I want to list them all (with another separator or multiple lines)