fiddle_211778.php

<?php

	mysql_connect("localhost", "root", "");
	mysql_select_db("testing");

?>
<form action="" method="post">
<select name="country">
	<?php
		$country_query = "SELECT country_id, country_name FROM countries";
		$country_result = mysql_query($country_query);
		
		while($country = mysql_fetch_array($country_result)) {
			if($_POST['country'] == $country['country_id'] ) {
				echo '<option selected value="' . $country['country_id'] . '">' . $country['country_name'] . '</option>';
			} else {
				echo '<option value="' . $country['country_id'] . '">' . $country['country_name'] . '</option>';
			}
		}
	?>	
</select>
<input type="submit" name="submit" value="GO" /><br /><br />
<select name="city">
<?php

	if($_POST['submit']) {
		echo $_POST['country'];
		$city_query = "SELECT city_id, city_name FROM cities WHERE country_id = '{$_POST['country']}'";
		
		$city_result = mysql_query($city_query);
		
		while($city = mysql_fetch_array($city_result)) {
			echo '<option value="' . $city['city_id'] . '">' . $city['city_name'] . '</option>';
		}
	}

?>
</select>
</form>