HTML :
<select id="country_id" class="mSelect" multiple="multiple"></select>
<select id="state_id" class="mSelect" multiple="multiple"></select>
<select id="city_id" class="mSelect" multiple="multiple"></select>
JS :
$(function () {
$('#country_id').mSelect({
url: 'ajax/example12.php?q=countries' //load the contry mSelect
});
$('#state_id').mSelect({
url: 'ajax/example12.php?q=states' //load the states mSelect
});
$('#city_id').mSelect({
url: 'ajax/example12.php?q=cities' //load the cities mSelect
});
});