Construct Map with internal Map from a list

You can simplify the logic a bit by using collectors and the static factory of the Map interface as follows:

public static Map<String, Map<String, String>> construirMapaCiudades(List<Ciudad> ciudades) {
    return ciudades.stream().distinct()
            .collect(
                    Collectors.toMap(
                            (a) -> a.getCodigoPais(),
                            (b) -> Map.of(b.getCodigo(), b.getNombre()))
            );
}

The collector receives two Function, one for the creation of the key and another for the creation of the value, here we simplify as Function is a functional interface we use the lambda notation in both cases.

Regarding the factory methods, as in the case of Map.of, I recommend you review this other answer of mine about it .

Both a and b refer to the current item in the city list.

This implementation assumes that there are no duplicate countries.

With duplicate countries

Assuming there are duplicate countries as in your example, we would proceed to use a grouping collector, to merge the duplicate countries first, specifying that we want to group by country code.

public static Map<String, Map<String, String>> construirMapaCiudades2(List<Ciudad> ciudades) {
    return ciudades.stream().collect(
            Collectors.groupingBy(
                    (ciudad) -> ciudad.getCodigoPais(),
                    Collectors.toMap((ciudad) -> ciudad.getCodigo(), (ciudad) -> ciudad.getNombre())
            )
    );
}

So that the entire entity does not remain on the right side of the map, we pass another collector as a second parameter that will serve us as if it were a typical mapper. Our second parameter must be a collector and not a function like in the previous case; This second collector is called the downstream collector , and the Oracle tutorials define it as:

The Collector parameter is called the downstream collector. This is a collector where the Java runtime environment is applied after getting the results from another collector. (my translation)

Do not try to replace it with the function (b) -> Map.of(b.getCodigo(), b.getNombre()))or you will get an error.

So we could leave your program in:

package com.stackoverflow.es.question370613;

import java.util.Arrays;
import java.util.HashMap;
import java.util.List;
import java.util.Map;
import java.util.stream.Collectors;

public class Example {

    public static void main(String[] args) {
        List<Ciudad> ciudades = Arrays.asList(
                new Ciudad("57", "1", "Bogota"),
                new Ciudad("57", "2", "Medellin"),
                new Ciudad("58", "3", "Bucaramanga"),
                new Ciudad("58", "4", "Cali"),
                new Ciudad("59", "1", "Pereira"),
                new Ciudad("59", "2", "Ibague"),
                new Ciudad("70", "10", "Cartagena")
        );

        System.out.println(construirMapaCiudadesOriginal(ciudades));
        System.out.println("------");
        System.out.println(construirMapaCiudades2(ciudades));
    }

    public static Map<String, Map<String, String>> construirMapaCiudadesOriginal(List<Ciudad> ciudades) {
        Map<String, Map<String, String>> map = new HashMap<>();
        Map<String, String> tempCiudades;
        for (Ciudad ciudad : ciudades) {
            tempCiudades = !map.containsKey(ciudad.getCodigoPais()) ? new HashMap<>() : map.get(ciudad.getCodigoPais());
            tempCiudades.put(ciudad.getCodigo(), ciudad.getNombre());
            map.put(ciudad.getCodigoPais(), tempCiudades);
        }
        return map;
    }
    
    public static Map<String, Map<String, String>> construirMapaCiudades2(List<Ciudad> ciudades) {
        Map map = ciudades.stream().collect(
                Collectors.groupingBy(
                        (ciudad) -> ciudad.getCodigoPais(),
                        Collectors.toMap((ciudad) -> ciudad.getCodigo(), (ciudad) -> ciudad.getNombre())
                )
        );
         
        
        return map;
    }
}

As you might expect the output will always be the same in both methods producing:

{57={1=Bogota, 2=Medellin}, 58={3=Bucaramanga, 4=Cali}, 59={1=Pereira, 2=Ibague}, 70={10=Cartagena}}

---

{57={1=Bogota, 2=Medellin}, 58={3=Bucaramanga, 4=Cali}, 59={1=Pereira, 2=Ibague}, 70={10=Cartagena}}