I would guess it to be unlikely, as select lists are implemented by the various browsers more as OS-/application-dependent GUI widgets rather than "normal" HTML elements; therefore any support for such will likely be the exception rather than the rule.
The only alternative I can think of would be to use one of the JavaSript solutions out there that use <ul>/<li> lists to emulate <select> lists, but then you would probably need to do the additional work of creating a fallback mechanism to use a <select> for users who do not have JavaScript enabled.