On Internet you would have come across many html forms where the value of certain fields depends on the values selected in the first select box.
So if we create this using server side script then many page loads will be needed. So if you want to create this at client side then you can create this using Jquery.
Example will be a country,state dropdown where the values in the state selectbox will depends on the value selected in the Country selectbox.
You can simply edit this script and use it as your needs.