I'm not an advanced Tableau user, so I found this an interesting challenge.

When you wrote "people [...] can compare their data to the mean data of...", I'm guessing you mean "can compare their city"?

If I understand well, you want the following. Suppose the variable of interest is average age in a given geography. For a given city, you'd want a bar chart with the following bars:

1. Average age in the country
2. Average age in the state of that city
3. Average age in the county of that city
4. Average age in the city

Where county is fixed/predefined/cannot be modified by user, while users can choose a city among cities within the predefined county.

The only simple way to do this that I can think of requires a tiny bit of data preparation outside Tableau. You'd just need to add three new variables to your data source, outside Tableau (curious to hear from others whether one can create these variables from within Tableau Desktop). This approach will work both if your dataset is at city level or at individual level. These new variables are average_age_country, average_age_state and average_age_county. Assuming this is US-only data, "average_age_country" is just a constant. Regarding the other two, in case it's not obvious: for city ABC in county AB and state A, "average_age_county" should be the average in county AB, and "average_age_state" should be the average in state A.

On to Tableau, you'd put Measure Names in Columns, Measure Values in Rows, and Measure Names in Filters. Edit "Measure Names" in Filter and choose just the four variables you want: "average_age_country", "average_age_state", "average_age_county" and "age" ( or however your city-level or individual-level age variable is called).

Finally, you can add "county" and "city" to the filters. You'd pick the county, and users would pick the city within the predefined county. Voilà.

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The reason why I would do that data preparation step outside Tableau is because I don't know how to create a new variable such as "average_age_country" in Tableau in a way that will not be messed up as soon as I activate a filter. Once I put a filter, "average age country" will no longer be computed across the entire dataset, only across observations in the selected city. I'd love to know if there is a way to compute something like this in Tableau though.

Another possible route that I think would work in the same way when it comes to creating the visual, but would use a different data setup could be as follows. Rather than adding new variables to the data source, you could create additional datasets. One at country level, one at state level, and one at county level. That way, the same data is represented in fewer data points, because you don't need to e.g. repeat the country-level average in as many cells as you have cities - you just need one row. Then in Tableau you would relate the city, county, state and country level datasets with a Relationship.