cmb-select-with-optgroups.php

<?php 
function cmb_opt_groups( $args, $defaults, $field_object, $field_types_object ) {
	
	// Only do this for the field we want (vs all select fields)
	if ( '_cmb_option_field' != $field_types_object->_id() ) {
		return $args;
	}

	$option_array = array(
		'Group 1' => array(
			'group1-value1' => 'Value 1',
			'group1-value2' => 'Value 2',
			'group1-value3' => 'Value 3',
		),
		'Group 2' => array(
			'group2-value1' => 'Value 1',
			'group2-value2' => 'Value 2',
			'group2-value3' => 'Value 3',
		),
		'Group 3' => array(
			'group3-value1' => 'Value 1',
			'group3-value2' => 'Value 2',
			'group3-value3' => 'Value 3',
		),
	);

	$saved_value = $field_object->escaped_value();
	$value       = $saved_value ? $saved_value : $field_object->args( 'default' );

	$options_string = '';
	$options_string .= $field_types_object->select_option( array(
		'label'		=> __( 'Select an option' ),
		'value'		=> '',
		'checked'	=> ! $value
	));

	foreach ( $option_array as $group_label => $group ) {

		$options_string .= '<optgroup label="'. $group_label .'">';

		foreach ( $group as $key => $label ) {
			$options_string .= $field_types_object->select_option( array(
				'label'		=> $label,
				'value'		=> $key,
				'checked'	=> $value == $key
			));
		}
		$options_string .= '</optgroup>';
	}

	// Ok, replace the options value
	$defaults['options'] = $options_string;

	return $defaults;
}
add_filter( 'cmb2_select_attributes', 'cmb_opt_groups', 10, 4 );