Chained is simple jQuery plugin for chained selects. You can choose from two different versions. Use jquery.chained.js if you do not want to make external queries for setting content of child selects. This version uses classnames of select options to decide content.
For more complex scenarios maintaining option tag classnames will get cumbersome. Also if you want to make queries against database use jquery.chained.remote.js instead. This version makes an external AJAJ query and uses the returned JSON to build child selects.