Note that these solutions use the Code Igniter Active Records Class
This method uses sub queries like you wish but you should sanitize $countryId yourself!
$this->db->select('username')
->from('user')
->where('`locationId` in', '(select `locationId` from `locations` where `countryId` = '.$countryId.')', false)
->get();
Or this method would do it using joins and will sanitize the data for you (recommended)!
$this->db->select('username')
->from('users')
->join('locations', 'users.locationid = locations.locationid', 'inner')
->where('countryid', $countryId)
->get();
select username from users inner join locations on users.locationid = locations.locationid where countryid = '$'