data = {
    "北京":{
        "昌平":{"沙河":["oldboy","test"],"天通苑":["链接地产","我爱我家"]},
        "朝阳":{"望京":["奔驰","陌陌"],"国贸":["CICC","HP"],"东直门":["advent","飞信"]},
        "海淀":{}
    },
    "山东":{
        "德州":{},
        "青岛":{},
        "济南":{}
    },
    "广东":{
        "东莞":{},
        "常熟":{},
        "佛山":{}
    }
}
exit_flag = False
while not exit_flag:
    for i in data:
        print(i)
    choice_s = input("请输入以上任一省或直辖市名称>>>:")
    if choice_s in data:
        while not exit_flag:
            for i in data[choice_s]:
                print("\t",i)
            choice_q = input("请输入以上任一市区名称>>>:")
            if choice_q in data[choice_s]:
                while not exit_flag:
                    for i in data[choice_s][choice_q]:
                        print("\t\t",i)
                    choice_j = input("请输入以上任一街道名称>>>:")
                    if choice_j in data[choice_s][choice_q]:
                        for i in data[choice_s][choice_q][choice_j]:
                            print("\t\t",i)
                        last = input("最后一层，按b返回>>>:")
                        if last == "b":
                            pass
                        elif last == "q":
                            exit_flag = True
                    if choice_j == "b":
                        break
                    elif choice_j == "q":
                        exit_flag = True
            if choice_q == "b":
                break
            elif choice_q == "q":
                exit_flag = True


要点：
1、字典的层级关系
2、break是终止本次循环，pass是什么也不做，一个占位符而已
3、巧妙使用exit_flag = False

while not exit_flag: