客户端 jsp文件

 	<select id="province" name="province">
 		<option value="">请选择省份...</option>
 	</select>
 	 <select id="city" name="city">
 		<option value="">请选择城市...</option>
 	</select>

javascript代码

function ajaxFunction(){
	var xmlHttp;
	try{        //Firefox
		xmlHttp = new XMLHttpRequest();
	}catch(e){
		try{  //IE 
			xmlHttp = new ActiveXObject("Msxm12.XMLHTTP");
		}catch(e){
			try{
				xmlHttp = new ActiveXObject("Microsoft.XMLHTTP");
			}catch(e){}
		}
	}
	return xmlHttp; 
}

window.onload = function(){	 
		//获取xmlhttpRequest对象
		var xmlReq = ajaxFunction();		
		//处理服务器的响应  ，实时监听
		xmlReq.onreadystatechange = function(){
			//alert(xmlReq.status);
			if(xmlReq.readyState == 4){ //响应发送完毕
				if(xmlReq.status == 200 || xmlReq.status == 304){ 
				var xmlDoc = xmlReq.responseXML;
				var provinceElements = xmlDoc.getElementsByTagName("province");
				//alert(provinceElements.length);
				for(var i=0;i<provinceElements.length;i++){
					var provinceElement = provinceElements[i];
					var attrName = provinceElement.getAttribute("name");
					var optionElement = document.createElement("option");
					optionElement.setAttribute("value",attrName);
					var textElement = document.createTextNode(attrName);
					optionElement.appendChild(textElement);
					var provinceElement = document.getElementById("province");
					provinceElement.appendChild(optionElement);
				}
				}
			}	
		}
		//打开和服务器的链接
		xmlReq.open("post","./TestServlet",true);  //url.....
		xmlReq.setRequestHeader("content-type","application/x-www-form-urlencoded");
		//发送服务 get请求不会发送任何数据
		xmlReq.send(null);		
}

服务器端 生成xml 文件

package myDemo;

import java.io.IOException;
import java.io.PrintWriter;

import javax.servlet.ServletException;
import javax.servlet.http.HttpServlet;
import javax.servlet.http.HttpServletRequest;
import javax.servlet.http.HttpServletResponse;

public class TestServlet extends HttpServlet {
	private static final long serialVersionUID = 1L;

	public void doPost(HttpServletRequest request,HttpServletResponse response) throws ServletException,IOException {
		request.setCharacterEncoding("utf-8");
		response.setContentType("text/xml;charset=utf-8");
		PrintWriter out = response.getWriter();
		out.println("<china>");
		out.println("<province name='湖南省'>");
		out.println("<city>长沙</city>");
		out.println("<city>郴州</city>");
		out.println("<city>岳阳</city>");
		out.println("<city>株洲</city>");
		out.println("</province>");
		
		out.println("<province name='广东省'>");
		out.println("<city>广州</city>");
		out.println("<city>深圳</city>");
		out.println("<city>惠州</city>");
		out.println("<city>东莞</city>");
		out.println("</province>");
		
		out.println("</china>");
	}
}