这里省事,,,直接 使用JQuery

<%@ page language="java" contentType="text/html; charset=UTF-8"
         pageEncoding="UTF-8"%>
<html>
<head>
    <meta http-equiv="Content-Type" content="text/html; charset=UTF-8">
    <head>
        <script src="https://upcdn.b0.upaiyun.com/libs/jquery/jquery-2.0.2.min.js">
        </script>
    </head>
</head>
<body>
<select name="" id="selProvince">
    <option>请选择....</option>
</select>
<select name="" id="selCity">
    <option>请选择....</option>
</select>
<select name="" id="selCountry">
    <option>请选择....</option>
</select>
<script>
    let iNum1;
    let iNum2;
    let aProvince = ['湖北','江苏','安徽'];
    let aCity =[['武汉','黄冈','荆门'],['南京','无锡','镇江'],['合肥','安庆','黄山']];
    let aCountry =[[['武汉1','武汉2'],['黄冈1','黄冈2'],['荆门1','荆门2']],[['南京1','南京2'],['无锡1','无锡2'],['镇江1','镇江2']],[['合肥1','合肥2'],['安庆1','安庆2'],['黄山1','黄山2']]];
    $(function () {
        for(let i = 0; i < aProvince.length; i++){
            $("#selProvince").append("<option>" + aProvince[i] + "</option>");
        }
        $('#selProvince').change(function () {
            // 移除子节点
            $("#selCity").children().not(":eq(0)").remove();
            // 获得位置
            iNum1 = $(this).children("option:selected").index();
            // 进行添加
            for(let i = 0; i < aProvince.length; i++){
                $("#selCity").append("<option>" + aCity[iNum1 - 1][i] + "</option>");
            }
        })
    });
</script>
</body>
</html>