I found that using hasManyThrough I can access for example all the Users in a State, but I don't know how to chain the relationships to get all users in country

This might work but I haven't tried it. But since States have a country_id you should be able to use hasManyThrough and pass a country_id condition.

class States extends Eloquent{
    protected $table = 'states';

    public function users() {
        return $this->hasManyThrough('City', 'User', 'id', 'user_id')
    }

    public function usersByCountry($country_id) {
        return $this->hasManyThrough('City', 'User', 'id', 'user_id')->where('country_id', '=', $country_id)
    }

}


//display all users by country
$countries = Countries::all();
foreach($countries as $country) {
  $user_of_country = State::usersByCountry($country->id)
  foreach ($user_of_country as $the_user) {
    echo $the_user->name . '<br />';
  }
}

I am not sure I have the hasManyThrough definition right but you already have that working... just create another one that passes in a country_id.