group.cs

var list = result.Date
    .GroupBy(x => new { x.City_Id, x.City_Name, x.Region_Id, x.Region_Name })
    .GroupBy(g1 => new { g1.Key.City_Id, g1.Key.City_Name })
    .Select(g2 => new StoreAddressModel()
    {
        City_Id = g2.Key.City_Id,
        City_Name = g2.Key.City_Name,
        Region = g2.Select(g1 => new Region()
        {
            Region_Id = g1.Key.Region_Id,
            Region_Name = g1.Key.Region_Name,
            Vendor = g1.Select(x => new Vendor()
            {
                Vendor_Id = x.Vendor_Id,
                Vendor_nme = x.Vendor_nme
            }).ToList()
        }).ToList()
    }).ToList();