InfoPath 2010 and SharePoint 2013

​InfoPath does not recognize Cross Site Look Up columns in SharePoint. You can create a Date Connection to pull in the column into the InfoPath Form.
Open the Infopath Form and create a field, use Locations for example. Create a field, name it locations, give it a text box field. Click on the Manage data Connections link on the bottom of the "Fields" tool box.

1. Click Add
2. Create a New Connection, Receive Data
3. Click Next, the choose SharePoint library or list
4. Enter in the URL, click next
5. Choose field you want the data connection to pull
6. Choose the sorting option if more than one field is choosen, then asending/desending - click next.
7. Click Finish
8. Highlight the Location Field, right click, change control to drop down.
9. Highlight Location Field, right click, choose drop down list box properties
10. Under List box choices click on the drop down for Data Source and choose the data source that you just created.
11. Click apply, then okay.
12. Publish

The link provided shows the instructions for SP 2010.
http://www.sharepoint911.com/blogs/laura/Lists/Posts/Post.aspx?List=daba3a3b%2Dc338%2D41d8%2Dbf52%2Dcd897d000cf3&ID=134&Web=dbb90e85%2Db54c%2D49f4%2D8e97%2D6d8258116ca0