<select>

    <option></option>

    <optgroup label="United States">
     
        <option id="USA-AL" value="AL">Alabama (AL)</option>
        <option id="USA-AK" value="AK">Alaska (AK)</option>
        <option id="USA-AZ" value="AZ">Arizona (AZ)</option>
        <option id="USA-AR" value="AR">Arkansas (AR)</option>             
        <option id="USA-CA" value="CA">California (CA)</option>
        <option id="USA-CO" value="CO">Colorado (CO)</option>
        <option id="USA-CT" value="CT">Connecticut (CT)</option>
        <option id="USA-DE" value="DE">Delaware (DE)</option>
        <option id="USA-DC" value="DC">District of Columbia (DC)</option>    
        <option id="USA-FL" value="FL">Florida (FL)</option>
        <option id="USA-GA" value="GA">Georgia (GA)</option>
        <option id="USA-GU" value="GU">Guam (GU)</option>
        <option id="USA-HI" value="HI">Hawaii (HI)</option>
        <option id="USA-ID" value="ID">Idaho (ID)</option>
        <option id="USA-IL" value="IL">Illinois (IL)</option>
        <option id="USA-IN" value="IN">Indiana (IN)</option>
        <option id="USA-IA" value="IA">Iowa (IA)</option>
        <option id="USA-KS" value="KS">Kansas (KS)</option>
        <option id="USA-KY" value="KY">Kentucky (KY)</option>
        <option id="USA-LA" value="LA">Louisiana (LA)</option>
        <option id="USA-ME" value="ME">Maine (ME)</option>
        <option id="USA-MD" value="MD">Maryland (MD)</option>
        <option id="USA-MA" value="MA">Massachusetts (MA)</option>
        <option id="USA-MI" value="MI">Michigan (MI)</option>
        <option id="USA-MN" value="MN">Minnesota (MN)</option>
        <option id="USA-MS" value="MS">Mississippi (MS)</option>
        <option id="USA-MO" value="MO">Missouri (MO)</option>
        <option id="USA-MT" value="MT">Montana (MT)</option>
        <option id="USA-NE" value="NE">Nebraska (NE)</option>
        <option id="USA-NV" value="NV">Nevada (NV)</option>
        <option id="USA-NH" value="NH">New Hampshire (NH)</option>
        <option id="USA-NJ" value="NJ">New Jersey (NJ)</option>
        <option id="USA-NM" value="NM">New Mexico (NM)</option>
        <option id="USA-NY" value="NY">New York (NY)</option>
        <option id="USA-NC" value="NC">North Carolina (NC)</option>
        <option id="USA-ND" value="ND">North Dakota (ND)</option>
        <option id="USA-OH" value="OH">Ohio (OH)</option>
        <option id="USA-OK" value="OK">Oklahoma (OK)</option>
        <option id="USA-OR" value="OR">Oregon (OR)</option>
        <option id="USA-PA" value="PA">Pennyslvania (PA)</option>
        <option id="USA-PR" value="PR">Puerto Rico (PR)</option>
        <option id="USA-RI" value="RI">Rhode Island (RI)</option>
        <option id="USA-SC" value="SC">South Carolina (SC)</option>
        <option id="USA-SD" value="SD">South Dakota (SD)</option>
        <option id="USA-TN" value="TN">Tennessee (TN)</option>
        <option id="USA-TX" value="TX">Texas (TX)</option>
        <option id="USA-UT" value="UT">Utah (UT)</option>
        <option id="USA-VT" value="VT">Vermont (VT)</option>
        <option id="USA-VA" value="VA">Virginia (VA)</option>
        <option id="USA-VI" value="VI">Virgin Islands (VI)</option>
        <option id="USA-WA" value="WA">Washington (WA)</option>
        <option id="USA-WV" value="WV">West Virginia (WV)</option>
        <option id="USA-WI" value="WI">Wisconsin (WI)</option>
        <option id="USA-WY" value="WY">Wyoming (WY)</option>
      
    </optgroup>
   
    <optgroup label="Canada">
   
        <option id="CAN-AB" value="AB">Alberta (AB)</option>
        <option id="CAN-BC" value="BC">British Columbia (BC)</option>
        <option id="CAN-MB" value="MB">Manitoba (MB)</option>
        <option id="CAN-NB" value="NB">New Brunswick (NB)</option>
        <option id="CAN-NL" value="NL">Newfoundland and Labrador (NL)</option>
        <option id="CAN-NT" value="NT">Northwest Territories (NT)</option>
        <option id="CAN-NS" value="NS">Nova Scotia (NS)</option>
        <option id="CAN-NU" value="NU">Nunavut (NU)</option>
        <option id="CAN-PE" value="PE">Prince Edward Island (PE)</option>
        <option id="CAN-SK" value="SK">Saskatchewan (SK)</option>
        <option id="CAN-ON" value="ON">Ontario (ON)</option>
        <option id="CAN-QC" value="QC">Quebec (QC)</option>
        <option id="CAN-YT" value="YT">Yukon (YT)</option>
      
    </optgroup>
   
    <optgroup label="Mexico">
      
        <option id="MEX-AGS" value="AGS">Aguascalientes (AGS)</option>
        <option id="MEX-BCN" value="BCN">Baja California Norte (BCN)</option>
        <option id="MEX-BCS" value="BCS">Baja California Sur (BCS)</option>
        <option id="MEX-CAM" value="CAM">Campeche (CAM)</option>
        <option id="MEX-CHIS" value="CHIS">Chiapas (CHIS)</option>
        <option id="MEX-CHIH" value="CHIH">Chihuahua (CHIH)</option>
        <option id="MEX-COAH" value="COAH">Coahuila (COAH)</option>
        <option id="MEX-COL" value="COL">Colima (COL)</option>
        <option id="MEX-DF" value="DF">Distrito Federal (DF)</option>
        <option id="MEX-DGO" value="DGO">Durango (DGO)</option>
        <option id="MEX-GTO" value="GTO">Guanajuato (GTO)</option>
        <option id="MEX-GRO" value="GRO">Guerrero (GRO)</option>
        <option id="MEX-HGO" value="HGO">Hidalgo (HGO)</option>
        <option id="MEX-JAL" value="JAL">Jalisco (JAL)</option>
        <option id="MEX-EDM" value="EDM">México - Estado de (EDM)</option>
        <option id="MEX-MICH" value="MICH">Michoacán (MICH)</option>
        <option id="MEX-MOR" value="MOR">Morelos (MOR)</option>
        <option id="MEX-NAY" value="NAY">Nayarit (NAY)</option>
        <option id="MEX-NL" value="NL">Nuevo León (NL)</option>
        <option id="MEX-OAX" value="OAX">Oaxaca (OAX)</option>
        <option id="MEX-PUE" value="PUE">Puebla (PUE)</option>
        <option id="MEX-QRO" value="QRO">Querétaro (QRO)</option>
        <option id="MEX-QROO" value="QROO">Quintana Roo (QROO)</option>
        <option id="MEX-SLP" value="SLP">San Luis Potosí (SLP)</option>
        <option id="MEX-SIN" value="SIN">Sinaloa (SIN)</option>
        <option id="MEX-SON" value="SON">Sonora (SON)</option>
        <option id="MEX-TAB" value="TAB">Tabasco (TAB)</option>
        <option id="MEX-TAMPS" value="TAMPS">Tamaulipas (TAMPS)</option>
        <option id="MEX-TLAX" value="TLAX">Tlaxcala (TLAX)</option>
        <option id="MEX-VER" value="VER">Veracruz (VER)</option>
        <option id="MEX-YUC" value="YUC">Yucatán (YUC)</option>
        <option id="MEX-ZAC" value="ZAC">Zacatecas (ZAC)</option>
      
    </optgroup>
   
</select>

North America Pull Down

list, html

R