Attempting to build a cascading menu in SharePoint 2010, using info path. Basically I have 3 menus as shown below. All 3 menus are tied to a sharepoint list of info. Menu 1 is the first selection (Line of Business) – when I select that, menu 2 (major group) populates based on an infopath filter/data source I set using this link and it works fine! For sake of simplicity, Line of Business could be COUNTRY, Major Group could be STATE, and Job Role would be City. Each would populate on the prior level. https://blog.salamandersoft.co.uk/index.php/2011/11/implement-cascading-drop-down-for-forms-in-sharepoint-2010/
Make sure you have created four lists for the relationship structure, then you can filter the 3rd menu like the 2nd menu.
In addition, you can also achieve it using jQuery.