<script language="javascript">
   document.getElementById('country').options[document.getElementById('country').value="<?php echo $_POST['country'] ?>"].selected= true; 
</script>

<script language="javascript">
function doload_city(value)
{
   var req=new JsHttpRequest();
   req.onreadystatechange=function(){if(req.readyState== 4 ) document.getElementById("city-select").innerHTML=req.responseText;}
   req.open(null,"Scripts/city-select.php",true);
   req.send({country:value, city:"<?php echo $_POST['city'] ?>"});
}
<script>

<select name="country" id="country" onChange="doload_city(this.value);>
   <option value="" selected>--Выберите страну-- </option>
    <?php
    $result= mysql_query("SELECT country FROM countryes", $db);
    while ($myrow= mysql_fetch_array($result))
       echo "<option value='".$myrow['country']."'>".$myrow['country']."</option>";
    ?>
</select>
script language="javascript">
   document.getElementById('country').options[document.getElementById('country').value="<?php echo $_POST['country'] ?>"].selected= true;
</script>
<span id="city-select"></span>

<?php
$country= $_REQUEST['country'];
$city= $_REQUEST['city'];

echo "
<select name='city' id='city'>
   <option value='' selected>--Выберите город--</option>";
    $result= mysql_query("SELECT city FROM cityes WHERE country='$country' ORDER BY city", $db);
    while ($myrow= mysql_fetch_array($result)) 
    echo "<option value='".$myrow['city']."'>".$myrow['city']."</option>";
</select>";
?>

<script language='javascript'>document.getElementById('city').options[document.getElementById('city').value="<?php echo $city ?>"].selected= true;</script>

<script language='javascript'>eval("document.getElementById('city').options[document.getElementById('city').value='<?php echo $city ?>'].selected= true")</script>

<script language='javascript'>eval("document.getElementById('city').options[document.getElementById('city').value='<?php echo $city ?>'].selected= true")</script>