省： <select id="province" name="province" onchange="jsSubmit()"> 
  <option value="北京" selected="selected">北京</option> 
  <option value="广东">广东</option> 
  <option value="海南">海南</option> 
 </select> 
市： <select id="city" name="city"> 
  <option value="北京">北京</option> 
 </select>

function jsSubmit() { 
 createXMLHttpRequest(); 
   var province = document.getElementById("province"); 
 //解决客户端向服务器端传输中文乱码 
   var uri = "AjaxAction?value=" + encodeURI(encodeURI(province.value)); 
 xmlHttp.open("POST", uri, true); 
 xmlHttp.setRequestHeader("Content-Type","application/x-www-form-urlencoded;") 
 xmlHttp.onreadystatechange = processResponse;//回调函数啊！ 
 xmlHttp.send(null); 
}

public class AjaxAction extends HttpServlet { 
 private static final long serialVersionUID = 1L; 
 private static Map<String, String[]> map = new HashMap<String, String[]>(); 
 static { 
 String[] cities1 = { "海口", "琼海", "三亚" }; 
 String[] cities2 = { "广州", "珠海", "佛山", "深圳" }; 
 String[] cities3 = { "北京" }; 
 map.put("北京", cities3); 
 map.put("广东", cities2); 
 map.put("海南", cities1); 
 } 
st方法{ 
 String province = request.getParameter("value");// 解决客户端向服务器端传输中文乱码 
 String proviceCN = URLDecoder.decode(province, "UTF-8"); 
 String[] cities = map.get(proviceCN);//根据传来的省，查出已经存放进map中对应的市 
 response.setContentType("text/xml; charset=UTF-8"); 
 StringBuffer buff=new StringBuffer("<citylist>");///准备拼字符串...... 
  for (String city : cities) 
  { 
   buff.append("<city>").append(city) .append("</city>"); 
  } 
 buff.append("</citylist>"); 
 response.getWriter().println(buff.toString());

function processResponse() { 
 if(xmlHttp.readyState == 4) { 
  if(xmlHttp.status == 200) { 
  var cities = xmlHttp.responseXML.getElementsByTagName("city"); 
  var displaySelect = document.getElementById("city"); 
  displaySelect.innerHTML = null; 
  for (var i= 0 ;i < cities.length ; i++){  
   if (i == 0) {    
   var a= xmlHttp.responseXML.getElementsByTagName("city")[i].firstChild.data;//用firstChild方法，其他方法我用text方法不管用~不知道怎么回事 
   var op = new Option(a, a, true, true); 
   } else { 
   var a= xmlHttp.responseXML.getElementsByTagName("city")[i].firstChild.data; 
   var op = new Option(a, a); 
   alert(a); 
   } 
   displaySelect.options[i] = op; 
  }   
  } else { 
  window.alert("请求的页面有异常"); 
  } 
 } 
}