Creating multiple drop box in hierarchy

I did all the search for multiple drop box or list box that can connect to other list boxes but no luck.

It's the same as when you surf with Internet Explorer, you can click "Views" in menu bar, list box appear and then choose "Encoding", another drop box appear, then when you choose "More", then another box appear.

Is it possible to have this sort of hierarchy list box in excel where drop box connect to another drop box?

Thank you