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" + 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"); 
   } 
 } 
}