Make some options in a select menu "unselectable"

Solution 1:

You're probably looking for an <optgroup>:

<select>
    <optgroup label="CITY 1">
        <option>City 1 branch A</option>
        <option>City 1 branch B</option>
        <option>City 1 branch C</option>
    </optgroup>

    <optgroup label="CITY 2">
        <option>City 2 branch A</option>
        <option>City 2 branch B</option>
    </optgroup>
</select>

Demo: http://jsfiddle.net/Zg9Mw/

If you do need to make regular <option> elements unselectable, you can give them the disabled attribute (it's a boolean attribute, so the value doesn't matter at all):

<option disabled>City 2 branch A</option>

Solution 2:

I can see from your question the previous answers to mine are in fact what uyou are looking for, however just to note for future people coming to this StackOverflow question alike myself looking for a similar answer they can simple type 'Disabled' in an option.

<select>
  <option value="apple" disabled>Apple</option>
  <option value="peach">Peach</option>
  <option value="pear">Pear</option>
  <option disabled="true" value="orange">Orange</option>
</select>

JSFiddle Demo