How to Bind Dropdown list to each other in PHP

Question

Hi friends

I want to know how to bind three dropdownlist to each other from database in PHP i.e. I have three dropdown list, 1st is Country, 2nd is State, and 3rd is City. I want when we select country then their corresponding states will display in 2nd dropdownlist and corresponding to states, city will display in 3rd dropdown list from database. Please tell me anyone how to do this with ajax and without ajax in PHP?

Thanks..