DropDownList Adapter for ASP.NET to add support for Option Groups. Created from: http://www.codeproject.com/Articles/15505/ASP-NET-DropDownList-with-OptionGroup-support and http://forums.asp.net/t/1172039.aspx?Building+a+Control+Adapter+for+the+CheckBox+control+

DropDownListAdapter.browser

<!--
    You can find existing browser definitions at
    <windir>\Microsoft.NET\Framework\<ver>\CONFIG\Browsers
-->
<!-- File: MyAdapters.browser -->
<browsers>
  <browser refID="Default">
    <controlAdapters>
      <adapter controlType="System.Web.UI.WebControls.DropDownList" adapterType="DropDownListAdapter" />
    </controlAdapters>
  </browser>
</browsers>

DropDownListAdapter.cs

using System;
using System.Collections.Generic;
using System.Linq;
using System.Web;
using System.Web.UI;
using System.Web.UI.WebControls;

public class DropDownListAdapter : System.Web.UI.WebControls.Adapters.WebControlAdapter
{
    protected override void RenderContents(HtmlTextWriter writer)
    {
        DropDownList list = this.Control as DropDownList;

        if (list != null)
        {
            string currentOptionGroup;
            var renderedOptionGroups = new List<string>();

            foreach (ListItem item in list.Items)
            {
                if (item.Attributes["OptionGroup"] == null)
                {
                    RenderListItem(item, writer);
                }
                else
                {
                    currentOptionGroup = item.Attributes["OptionGroup"];

                    if (renderedOptionGroups.Contains(currentOptionGroup))
                    {
                        RenderListItem(item, writer);
                    }
                    else
                    {
                        if (renderedOptionGroups.Count > 0)
                        {
                            RenderOptionGroupEndTag(writer);
                        }

                        RenderOptionGroupBeginTag(currentOptionGroup, writer);
                        renderedOptionGroups.Add(currentOptionGroup);
                        RenderListItem(item, writer);
                    }
                }
            }

            if (renderedOptionGroups.Count > 0)
            {
                RenderOptionGroupEndTag(writer);
            }
        }

        if (Page != null)
        {
            Page.ClientScript.RegisterForEventValidation(Control.UniqueID);
        }
    }

    private void RenderOptionGroupBeginTag(string name, HtmlTextWriter writer)
    {
        writer.WriteBeginTag("optgroup");
        writer.WriteAttribute("label", name);
        writer.Write(HtmlTextWriter.TagRightChar);
        writer.WriteLine();
    }

    private void RenderOptionGroupEndTag(HtmlTextWriter writer)
    {
        writer.WriteEndTag("optgroup");
        writer.WriteLine();
    }

    private void RenderListItem(ListItem item, HtmlTextWriter writer)
    {
        writer.WriteBeginTag("option");
        writer.WriteAttribute("value", item.Value, true);
        if (item.Selected)
        {
            writer.WriteAttribute("selected", "selected", false);
        }
        foreach (string key in item.Attributes.Keys)
        {
            writer.WriteAttribute(key, item.Attributes[key]);
        }
        writer.Write(HtmlTextWriter.TagRightChar);
        HttpUtility.HtmlEncode(item.Text, writer);
        writer.WriteEndTag("option");
        writer.WriteLine();

        if (Page != null)
        {
            Page.ClientScript.RegisterForEventValidation(this.Control.UniqueID, item.Value);
        }
    }
}

Usage.cs

public void BindDropDowns()
{
    var usa = CountryInfoProvider.GetCountryInfo("USA");
    var canada = CountryInfoProvider.GetCountryInfo("Canada");

    var usStates = StateInfoProvider.GetStates("CountryID = " + usa.CountryID, "", -1, "");
    var canadianStates = StateInfoProvider.GetStates("CountryID = " + canada.CountryID, "", -1, "");

    foreach (var state in canadianStates)
    {
        var listItem = new ListItem(state.StateDisplayName, state.StateCode);
        listItem.Attributes["OptionGroup"] = "Canada";

        uxStateSelector.Items.Add(listItem);
    }

    foreach (var state in usStates)
    {
        var listItem = new ListItem(state.StateDisplayName, state.StateCode);
        listItem.Attributes["OptionGroup"] = "USA";

        uxStateSelector.Items.Add(listItem);
    }
}