如何在同一选项/下拉菜单中的选择中展开选项

I want to create a select menu with a drop down list. But because there are a lot of choices I would like to show them categorized. Let's say I need people to select city. I would like countries and cities be an option, but if I select a country then the options expands in the cities of the selected country. Generally in html I can easily do but in the form it is a little bit tricky..I want to create a select menu with a drop down