private void Combobox1.SelectedIndexChanged(object sender, EventArgs e)
{
    .....//目标数据源填充另一个Combobox
}

------解决方案--------------------
C# code

   private void comboBox1_SelectedIndexChanged(object sender, EventArgs e)
        {
            string[] str = {"广州,深圳","福州,厦门" };
            this.comboBox2.Items.Clear();
            if (this.comboBox1.Text == "广东")
            {  
                comboBox2.Items.Add(str[0].Split(',')[0].ToString());
                comboBox2.Items.Add(str[0].Split(',')[1].ToString());

            }
            else
            {
                comboBox2.Items.Add(str[1].Split(',')[0].ToString());
                comboBox2.Items.Add(str[1].Split(',')[1].ToString());
            }
          

        }

------解决方案--------------------
也可以用绑定的，绑定到数据库里。比如有很多城市和省份就可以用绑定比较好。
//加载业务员下拉框
           string strSql = "Select EmployeeID,EmployeeName from Employee";
           SqlDataAdapter daEmployee = new SqlDataAdapter(strSql,DataBaseOpen.OpenConnection());
           daEmployee.Fill(ds, "Employee");
           cmbEmployeeID.ValueMember = "EmployeeID";
           cmbEmployeeName.ValueMember = "EmployeeName";
           cmbEmployeeID.DataSource = ds.Tables["Employee"];
           cmbEmployeeName.DataSource = ds.Tables["Employee"];

           //加载客户下拉框
           strSql = "Select SupplierID,SupplierName from Supplier";
           SqlDataAdapter daClient = new SqlDataAdapter(strSql, DataBaseOpen.OpenConnection());
           daClient.Fill(ds, "Supplier");
           cmbSupplierID.ValueMember = "SupplierID";
           cmbSupplierName.ValueMember = "SupplierName";
           cmbSupplierID.DataSource = ds.Tables["Supplier"];
           cmbSupplierName.DataSource = ds.Tables["Supplier"];