E' molto grezzo come codice
ma essendo di facile lettura
può penso esserti utile a costruire
quello che vuoi fare:
Codice PHP:
<!DOCTYPE HTML PUBLIC "-//W3C//DTD HTML 4.01 Transitional//EN""http://www.w3.org/TR/html4/loose.dtd">
<html>
<head>
<title>Untitled Document</title>
<meta http-equiv="Content-Type" content="text/html; charset=utf-8">
<script language="JavaScript" type="text/JavaScript">
var check = false;
function createSelect( myarray )
{
    var myselect = document.createElement("select");
    myselect.setAttribute("id", "myselect");
    document.getElementById("frm").appendChild(myselect);
    var myoption = new Array();
    for (i=0; i < myarray.length; i++)
    {
        myoption[i] = document.createElement("option");
        myoption[i].setAttribute("value", i);
        var text = document.createTextNode(myarray[i]);
        myoption[i].appendChild(text);
        document.getElementById("myselect").appendChild(myoption[i]);
    }
    start();
}
function createSelect2(myarray)
{
    if(test = document.getElementById("myselect2")) 
    {
        document.getElementById("frm").removeChild(test);
    }
    var sel = document.getElementById("myselect");
    var index = sel.options[sel.selectedIndex].value;
    var myselect2 = document.createElement("select");
    myselect2.setAttribute("id", "myselect2");
    document.getElementById("frm").appendChild(myselect2);
    for (i=0; i < myarray[index].length; i++)
    {
        document.getElementById("myselect2").options[i] = new Option(myarray[index][i],i);
        
    }
}
function start()
{
    var myselect2 = document.createElement("select");
    myselect2.setAttribute("id", "myselect2");
    document.getElementById("frm").appendChild(myselect2);
    document.getElementById("myselect2").options[0] = new Option("------","0");
}

window.onload = function()
{
    var myarray = new Array("uno","due","tre");
    var myarray2 = new Array();
    myarray2[0] = new Array("uno","due","tre");
    myarray2[1] = new Array("uno1","due1","tre1");
    myarray2[2] = new Array("uno2","due2","tre2");
    createSelect(myarray);
    
    var sel = document.getElementById("myselect");
    sel.onchange = function()
    {
        createSelect2(myarray2);
    }
}
</script>

</head>

<body>
<form id="frm" action="" method="post" name="frm">
</form>
</body>
</html>