symfony2 chained selectors

OK, I finally figured out how to do it properly:

namespace Test\TestBundle\Form;

use Symfony\Component\Form\AbstractType;
use Symfony\Component\Form\FormBuilder;

use Doctrine\ORM\EntityRepository;
use Symfony\Component\Form\FormEvents;
use Symfony\Component\Form\Event\DataEvent;

use Test\TestBundle\Entity\Country;
use Test\TestBundle\Entity\State;
use Test\TestBundle\Entity\City;


class CityType extends AbstractType
{
    public function buildForm(FormBuilder $builder, array $options)
    {
        $builder->add('name');

        $factory = $builder->getFormFactory();

        $refreshStates = function ($form, $country) use ($factory) {
            $form->add($factory->createNamed('entity','state', null, array(
                'class'         => 'Test\TestBundle\Entity\State',
                'property'      => 'name',
                'empty_value'   => '-- Select a state --',
                'query_builder' => function (EntityRepository $repository) use ($country) {
                    $qb = $repository->createQueryBuilder('state')
                        ->innerJoin('state.country', 'country');

                    if ($country instanceof Country) {
                        $qb->where('state.country = :country')
                            ->setParameter('country', $country);
                    } elseif (is_numeric($country)) {
                        $qb->where('country.id = :country')
                            ->setParameter('country', $country);
                    } else {
                        $qb->where('country.name = :country')
                            ->setParameter('country', null);
                    }

                    return $qb;
               })
           ));
        };

        $setCountry = function ($form, $country) use ($factory) {
            $form->add($factory->createNamed('entity', 'country', null, array(
                'class'         => 'TestBundle:Country', 
                'property'      => 'name', 
                'property_path' => false,
                'empty_value'   => '-- Select a country --',
                'data'          => $country,
            )));
        };

        $builder->addEventListener(FormEvents::PRE_SET_DATA, function (DataEvent $event) use ($refreshStates, $setCountry) {
            $form = $event->getForm();
            $data = $event->getData();

            if ($data == null) {
                return;
            }

            if ($data instanceof City) {
                $country = ($data->getId()) ? $data->getState()->getCountry() : null ;
                $refreshStates($form, $country);
                $setCountry($form, $country);
            }
        });

        $builder->addEventListener(FormEvents::PRE_BIND, function (DataEvent $event) use ($refreshStates) {
            $form = $event->getForm();
            $data = $event->getData();

            if(array_key_exists('country', $data)) {
                $refreshStates($form, $data['country']);
            }
        });
    }

    public function getName()
    {
        return 'city';
    }

    public function getDefaultOptions(array $options)
    {
        return array('data_class' => 'Test\TestBundle\Entity\City');
    }
}

The jQuery AJAX selector

$(document).ready(function () {
    $('#city_country').change(function(){
        $('#city_state option:gt(0)').remove();
        if($(this).val()){
            $.ajax({
                type: "GET",
                data: "country_id=" + $(this).val(),
                url: Routing.generate('state_list'),
                success: function(data){
                    $('#city_state').append(data);
                }
            });
        }
    });
});

I hope this will be helpful to somebody else facing the same situation.

Since your link to this approach is down i decided to complement your excelent answer so anyone can use it:

In order to execute the following javascript command:

url: Routing.generate('state_list'),

You need to install FOSJsRoutingBundle that can be found in here.

ATENTION: in the read me section of the bundle there are instalation instructions but there is something missing. If you use the deps with this:

[FOSJsRoutingBundle]
git=git://github.com/FriendsOfSymfony/FOSJsRoutingBundle.git
target=/bundles/FOS/JsRoutingBundle

You must run the php bin/vendors update before the next steps.

I'm still trying to find out what route is needed in the routing.yml for this solution to work. As soon as i discover i will edit this answer.