<select id="province">
  <option>请选择</option>
 </select>
 <select id="city">
  <option>请选择</option>
 </select>

<script> 
  var xhr = getXhr(); 
  // 第一次执行Ajax异步请求 - 省份 
  window.onload = function(){ 
    xhr.open("get","finaly.php"); 
    xhr.send(null); 
    xhr.onreadystatechange = function(){ 
    if(xhr.readyState==4&&xhr.status==200){ 
        var data = xhr.responseText; 
        // 将字符串转换为数组 
        var provinces = data.split(","); 
        // 遍历数组 
        for(var i=0;i<provinces.length;i++){ 
          // 创建option元素添加到id为province元素上 
          var option = document.createElement("option"); 
          var text = document.createTextNode(provinces[i]); 
          option.appendChild(text); 
          var province = document.getElementById("province"); 
          province.appendChild(option); 
        } 
      }  
    } 
  } 
  // 第二次执行Ajax异步请求 - 城市 
  var provinceEle=document.getElementById("province"); 
  provinceEle.onchange = function(){ 
    var city = document.getElementById("city"); 
    var opts = city.getElementsByTagName("option"); 
    for(var z=opts.length-1;z>0;z--){ 
      city.removeChild(opts[z]); 
    } 
     
    if(province.value != "请选择"){ 
      xhr.open("post","finaly.php"); 
      xhr.setRequestHeader("Content-Type","application/x-www-form-urlencoded"); 
      xhr.send("province="+province.value); 
      xhr.onreadystatechange = function(){ 
        if(xhr.readyState==4&&xhr.status==200){ 
          var data = xhr.responseText; 
          var cities = data.split(","); 
          for(var i=0;i<cities.length;i++){ 
            var option = document.createElement("option"); 
            var text = document.createTextNode(cities[i]); 
            option.appendChild(text); 
             
            city.appendChild(option); 
          } 
        } 
      } 
    } 
 
  } 
 
  function getXhr(){ 
    var xhr = null; 
    if(window.XMLHttpRequest){ 
      xhr = new XMLHttpRequest(); 
    }else{ 
      xhr = new ActiveXObject("Microsoft.XMLHttp"); 
    } 
    return xhr; 
  } 
 </script>

<?php 
  // 接收客户端发送的请求数据 - state 
  $state = $_REQUEST['state']; 
  // 判断$state的值 
  if($state == 1){// 获取省份 
    echo '山东省,辽宁省,吉林省'; 
  }else{// 获取城市 
    $province = $_POST['province']; 
    switch ($province){ 
      case '山东省': 
        echo '青岛市,济南市,威海市,日照市,德州市'; 
        break; 
      case '辽宁省': 
        echo '沈阳市,大连市,铁岭市,丹东市,锦州市'; 
        break; 
      case '吉林省': 
        echo '长春市,松原市,吉林市,通化市,四平市'; 
        break; 
    } 
  } 
?>