If the data is in a database, you will need PHP. If you want to manipulate the data without manually editing files, you will need PHP. All depends on what you want.
If you are building HTML drop-down menus why would you need Javascript anyway?
If you mean DHTML-style generated menus then most examples I have seen have a text file or something similar, edited by hand. Butcher one of those scripts so that the text file gets generated by PHP if you like 🙂