Excel Combo Boxes and Filtering a Data Set

Not sure this is even possible but....
I would like to have a series of 4 combo boxes "link" to each other (Not sure if link is the correct term here) in a way that mimics filtering a data set in an Excel spreadsheet.

After the user chooses a value in combo-box 1 (column A)
I would like to "filter" the options in combo-box 2 (column B) to only values in (column B) that correspond with values in the (column A) = selection in combo-box 1.

This "Filtering" of data that populates each combo box would flow down through to the third and fourth combo boxes.

Do I need to make lists of all the possible filtering combinations or can the filtering be done dynamically?

The attached form has an example of the 4 combo boxes and data I'm working with.

For my example combo boxes I used data validation cells. Maybe I need to use an Active X or Form comb box - not sure about the differences here.

Thank you!