POI 3.1版本，HSSF和XSSF ，二级联动，Java代码

import org.apache.poi.hssf.usermodel.DVConstraint;
import org.apache.poi.hssf.usermodel.HSSFDataValidation;
import org.apache.poi.hssf.usermodel.HSSFWorkbook;
import org.apache.poi.xssf.usermodel.XSSFDataValidation;
import org.apache.poi.ss.util.CellRangeAddressList;
import org.apache.poi.util.IOUtils;

import java.io.FileOutputStream;
import java.io.IOException;
import java.text.ParseException;
import org.apache.poi.ss.usermodel.Cell;
import org.apache.poi.ss.usermodel.DataValidation;
import org.apache.poi.ss.usermodel.Name;
import org.apache.poi.ss.usermodel.Row;
import org.apache.poi.ss.usermodel.Sheet;
import org.apache.poi.ss.usermodel.Workbook;
public class poitest4 {

    private static String EXCEL_HIDE_SHEET_NAME = "poihide";
    private static String HIDE_SHEET_NAME_YN = "yesOrNOList";
    private static String HIDE_SHEET_NAME_PROVINCE = "provinceList";
    //设置下拉列表的内容   
    private static String[] yesOrNOList = {"是", "否"};
    private static String[] provinceList = {"广东省", "河南省"};
    private static String[] gzProvinceList = {"广州", "深圳", "珠海"};
    private static String[] hnProvinceList = {"郑州", "洛阳", "济源"};

    public static void main(String[] args) {
        jh_planprint();
    }
    /**
     * 计划单导出
     *  
     *
     * @param
     * @param
     * @param
     * @param
     * @param
     * @throws IOException
     * @throws ParseException
     */
    public static void jh_planprint()  {
        HSSFWorkbook workBook = new HSSFWorkbook();
        String sheetname = "导出示例";
        FileOutputStream os = null;
        try {
            HSSFWorkbook workBooknew = get_plan_workBookxjbid(workBook);
            os = new FileOutputStream("D:/testbbb31.xlsx");
            workBooknew.write(os);
        } catch (Exception e) {
            e.printStackTrace();
        } finally {
            IOUtils.closeQuietly(os);
        }
//        workBooknew.write(response.getOutputStream());
    }


    private static HSSFWorkbook get_plan_workBookxjbid(HSSFWorkbook workBook) throws ParseException {

//生成第一个sheet
        createMainSheet(workBook);
//第二步：生成第二个sheet，用来存放下拉内容
        creatDataSheet(workBook);

        setDataValidation(workBook);

        return workBook;
    }


    //第一步：生成第一个sheet
    public static void createMainSheet(Workbook wb) {
        Sheet sheet = wb.createSheet("测试sheet1");
//创建第0行
        Row row = sheet.createRow(0);
//创建第0个单元格
        Cell cell = row.createCell(0);
        cell.setCellValue("是否转售");
//cell.setCellStyle(getTitleStyle(wb));

//创建第1个单元格
        cell = row.createCell(1);
        cell.setCellValue("省份");
//cell.setCellStyle(getTitleStyle(wb));

//创建第2个单元格
        cell = row.createCell(2);
        cell.setCellValue("本地网");
//cell.setCellStyle(getTitleStyle(wb));

//创建第3个单元格
        cell = row.createCell(3);
    }

    //第二步：生成第二个sheet，用来存放下拉内容
    public static void creatDataSheet(Workbook workbook) {
        Sheet hideInfoSheet = workbook.createSheet(EXCEL_HIDE_SHEET_NAME);//隐藏一些信息   
//在隐藏页设置选择信息   
//第一行设置性别信息   
        Row sexRow = hideInfoSheet.createRow(0);
        creatRow(sexRow, yesOrNOList);
//第二行设置省份名称列表   
        Row provinceNameRow = hideInfoSheet.createRow(1);
        creatRow(provinceNameRow, provinceList);
//以下行设置城市名称列表 
//广州
        Row cityNameRow = hideInfoSheet.createRow(2);
        creatRow(cityNameRow, gzProvinceList);
//河南
        cityNameRow = hideInfoSheet.createRow(3);
        creatRow(cityNameRow, hnProvinceList);
//名称管理   
//第一行设置性别信息   
        creatExcelNameList(workbook, HIDE_SHEET_NAME_YN, 1, yesOrNOList.length, false);
//第二行设置省份名称列表   
        creatExcelNameList(workbook, HIDE_SHEET_NAME_PROVINCE, 2, provinceList.length, false);
//以后动态大小设置省份对应的城市列表   
        creatExcelNameList(workbook, provinceList[0], 3, gzProvinceList.length, true);
        creatExcelNameList(workbook, provinceList[1], 4, hnProvinceList.length, true);
//设置隐藏页标志   
        workbook.setSheetHidden(workbook.getSheetIndex(EXCEL_HIDE_SHEET_NAME), true);
    }

    private static void creatRow(Row currentRow, String[] textList) {
        if (textList != null && textList.length > 0) {
            int i = 0;
            for (String cellValue : textList) {
                Cell userNameLableCell = currentRow.createCell(i++);
                userNameLableCell.setCellValue(cellValue);
            }
        }
    }

    private static void creatExcelNameList(Workbook workbook, String nameCode, int order, int size, boolean cascadeFlag) {
        Name name;
        name = workbook.createName();
        name.setNameName(nameCode);
        String formula = EXCEL_HIDE_SHEET_NAME + "!" + creatExcelNameList(order, size, cascadeFlag);
        System.out.println(nameCode + " ==  " + formula);
        name.setRefersToFormula(formula);
    }

    private static String creatExcelNameList(int order, int size, boolean cascadeFlag) {
        char start = 'A';
        if (cascadeFlag) {
            if (size <= 25) {
                char end = (char) (start + size - 1);
                return "$" + start + "$" + order + ":$" + end + "$" + order;
            } else {
                char endPrefix = 'A';
                char endSuffix = 'A';
                if ((size - 25) / 26 == 0 || size == 51) {//26-51之间，包括边界（仅两次字母表计算）   
                    if ((size - 25) % 26 == 0) {//边界值   
                        endSuffix = (char) ('A' + 25);
                    } else {
                        endSuffix = (char) ('A' + (size - 25) % 26 - 1);
                    }
                } else {//51以上   
                    if ((size - 25) % 26 == 0) {
                        endSuffix = (char) ('A' + 25);
                        endPrefix = (char) (endPrefix + (size - 25) / 26 - 1);
                    } else {
                        endSuffix = (char) ('A' + (size - 25) % 26 - 1);
                        endPrefix = (char) (endPrefix + (size - 25) / 26);
                    }
                }
                return "$" + start + "$" + order + ":$" + endPrefix + endSuffix + "$" + order;
            }
        } else {
            if (size <= 26) {
                char end = (char) (start + size - 1);
                return "$" + start + "$" + order + ":$" + end + "$" + order;
            } else {
                char endPrefix = 'A';
                char endSuffix = 'A';
                if (size % 26 == 0) {
                    endSuffix = (char) ('A' + 25);
                    if (size > 52 && size / 26 > 0) {
                        endPrefix = (char) (endPrefix + size / 26 - 2);
                    }
                } else {
                    endSuffix = (char) ('A' + size % 26 - 1);
                    if (size > 52 && size / 26 > 0) {
                        endPrefix = (char) (endPrefix + size / 26 - 1);
                    }
                }
                return "$" + start + "$" + order + ":$" + endPrefix + endSuffix + "$" + order;
            }
        }
    }


    public static void setDataValidation(Workbook wb) {
        int sheetIndex = wb.getNumberOfSheets();
        if (sheetIndex > 0) {
            for (int i = 0; i < sheetIndex; i++) {
                Sheet sheet = wb.getSheetAt(i);
                if (!EXCEL_HIDE_SHEET_NAME.equals(sheet.getSheetName())) {
//省份选项添加验证数据    
                    for (int a = 2; a < 5; a++) {
//性别添加验证数据     
                        DataValidation data_validation_list = getDataValidationByFormula(HIDE_SHEET_NAME_YN, a, 1);
                        sheet.addValidationData(data_validation_list);
                        DataValidation data_validation_list2 = getDataValidationByFormula(HIDE_SHEET_NAME_PROVINCE, a, 2);
                        sheet.addValidationData(data_validation_list2);
//城市选项添加验证数据     
                        DataValidation data_validation_list3 = getDataValidationByFormula("INDIRECT($B$" + a + ")", a, 3);
                        sheet.addValidationData(data_validation_list3);
                    }
                }
            }
        }
    }

    private static DataValidation getDataValidationByFormula(String formulaString, int naturalRowIndex, int naturalColumnIndex) {
        System.out.println("formulaString  " + formulaString);
//加载下拉列表内容     
        DVConstraint constraint = DVConstraint.createFormulaListConstraint(formulaString);
//设置数据有效性加载在哪个单元格上。     
//四个参数分别是：起始行、终止行、起始列、终止列     
        int firstRow = naturalRowIndex - 1;
        int lastRow = naturalRowIndex - 1;
        int firstCol = naturalColumnIndex - 1;
        int lastCol = naturalColumnIndex - 1;
        CellRangeAddressList regions = new CellRangeAddressList(firstRow, lastRow, firstCol, lastCol);
//数据有效性对象    
        DataValidation data_validation_list = new HSSFDataValidation(regions, constraint);
        data_validation_list.setEmptyCellAllowed(false);
        if (data_validation_list instanceof XSSFDataValidation) {
            data_validation_list.setSuppressDropDownArrow(true);
            data_validation_list.setShowErrorBox(true);
        } else {
            data_validation_list.setSuppressDropDownArrow(false);
        }
//设置输入信息提示信息   
        data_validation_list.createPromptBox("下拉选择提示", "请使用下拉方式选择合适的值！");
//设置输入错误提示信息   
        data_validation_list.createErrorBox("选择错误提示", "你输入的值未在备选列表中，请下拉选择合适的值！");
        return data_validation_list;
    }

}

第二种：XSSF

import java.io.FileOutputStream;
import java.util.HashMap;
import java.util.Map;

import org.apache.poi.ss.usermodel.Cell;
import org.apache.poi.ss.usermodel.DataValidation;
import org.apache.poi.ss.usermodel.DataValidationConstraint;
import org.apache.poi.ss.usermodel.Name;
import org.apache.poi.ss.usermodel.Row;
import org.apache.poi.ss.usermodel.Sheet;
import org.apache.poi.ss.usermodel.Workbook;
import org.apache.poi.ss.util.CellRangeAddressList;
import org.apache.poi.util.IOUtils;
import org.apache.poi.xssf.usermodel.XSSFDataValidation;
import org.apache.poi.xssf.usermodel.XSSFDataValidationConstraint;
import org.apache.poi.xssf.usermodel.XSSFDataValidationHelper;
import org.apache.poi.xssf.usermodel.XSSFSheet;
import org.apache.poi.xssf.usermodel.XSSFWorkbook;
public class Poitest {
    public static void main(String[] args) {
        Cascade();
    }
    public static void Cascade() {
        // 创建一个excel
        @SuppressWarnings("resource")
        Workbook book = new XSSFWorkbook();

        // 创建需要用户填写的sheet
        XSSFSheet sheetPro = (XSSFSheet) book.createSheet("省市县");
        Row row0 = sheetPro.createRow(0);
        row0.createCell(0).setCellValue("省");
        row0.createCell(1).setCellValue("市");

        //得到第一级省名称，放在列表里
        String[] provinceArr = {"江苏省","安徽省"};
        //依次列出各省的市
        String[] cityJiangSu = {"南京市","苏州市","盐城市"};
        String[] cityAnHui = {"合肥市","安庆市"};
        //将有子区域的父区域放到一个数组中
        String[] areaFatherNameArr ={"江苏省","安徽省"};
        Map<String,String[]> areaMap = new HashMap<String, String[]>();
        areaMap.put("江苏省", cityJiangSu);
        areaMap.put("安徽省",cityAnHui);

        //创建一个专门用来存放地区信息的隐藏sheet页
        //因此也不能在现实页之前创建，否则无法隐藏。
        Sheet hideSheet = book.createSheet("area");
        //这一行作用是将此sheet隐藏，功能未完成时注释此行,可以查看隐藏sheet中信息是否正确
        //book.setSheetHidden(book.getSheetIndex(hideSheet), true);

        int rowId = 0;
        // 设置第一行，存省的信息
        Row provinceRow = hideSheet.createRow(rowId++);
        provinceRow.createCell(0).setCellValue("省列表");
        for(int i = 0; i < provinceArr.length; i ++){
            Cell provinceCell = provinceRow.createCell(i + 1);
            provinceCell.setCellValue(provinceArr[i]);
        }
        // 将具体的数据写入到每一行中，行开头为父级区域，后面是子区域。
        for(int i = 0;i < areaFatherNameArr.length;i++){
            String key = areaFatherNameArr[i];
            String[] son = areaMap.get(key);
            Row row = hideSheet.createRow(rowId++);
            row.createCell(0).setCellValue(key);
            for(int j = 0; j < son.length; j ++){
                Cell cell = row.createCell(j + 1);
                cell.setCellValue(son[j]);
            }

            // 添加名称管理器
            String range = getRange(1, rowId, son.length);
            Name name = book.createName();
            //key不可重复
            name.setNameName(key);
            String formula = "area!" + range;
            name.setRefersToFormula(formula);
        }

        XSSFDataValidationHelper dvHelper = new XSSFDataValidationHelper((XSSFSheet)sheetPro);
        // 省规则
        DataValidationConstraint provConstraint = dvHelper.createExplicitListConstraint(provinceArr);
        // 四个参数分别是：起始行、终止行、起始列、终止列
        CellRangeAddressList provRangeAddressList = new CellRangeAddressList(1, 20, 0, 0);
        DataValidation provinceDataValidation = dvHelper.createValidation(provConstraint, provRangeAddressList);
        //验证
        provinceDataValidation.createErrorBox("error", "请选择正确的省份");
        provinceDataValidation.setShowErrorBox(true);
        provinceDataValidation.setSuppressDropDownArrow(true);
        sheetPro.addValidationData(provinceDataValidation);

        //对前20行设置有效性
        for(int i = 2;i < 20;i++){
            setDataValidation("A" ,sheetPro,i,2);
            setDataValidation("B" ,sheetPro,i,3);
        }
        FileOutputStream os = null;
        try {
            os = new FileOutputStream("D:/testbbb1.xlsx");
            book.write(os);
        } catch (Exception e) {
            e.printStackTrace();
        } finally {
            IOUtils.closeQuietly(os);
        }
    }


    /**
     * 设置有效性
     * @param offset 主影响单元格所在列，即此单元格由哪个单元格影响联动
     * @param sheet
     * @param rowNum 行数
     * @param colNum 列数
     */
    public static void setDataValidation(String offset,XSSFSheet sheet, int rowNum,int colNum) {
        XSSFDataValidationHelper dvHelper = new XSSFDataValidationHelper(sheet);
        DataValidation data_validation_list;
        data_validation_list = getDataValidationByFormula(
                "INDIRECT($" + offset + (rowNum) + ")", rowNum, colNum,dvHelper);
        sheet.addValidationData(data_validation_list);
    }

    /**
     * 加载下拉列表内容
     * @param formulaString
     * @param naturalRowIndex
     * @param naturalColumnIndex
     * @param dvHelper
     * @return
     */
    private static  DataValidation getDataValidationByFormula(
            String formulaString, int naturalRowIndex, int naturalColumnIndex,XSSFDataValidationHelper dvHelper) {
        // 加载下拉列表内容
        // 举例：若formulaString = "INDIRECT($A$2)" 表示规则数据会从名称管理器中获取key与单元格 A2 值相同的数据，
        //如果A2是江苏省，那么此处就是江苏省下的市信息。
        XSSFDataValidationConstraint dvConstraint = (XSSFDataValidationConstraint) dvHelper.createFormulaListConstraint(formulaString);
        // 设置数据有效性加载在哪个单元格上。
        // 四个参数分别是：起始行、终止行、起始列、终止列
        int firstRow = naturalRowIndex -1;
        int lastRow = naturalRowIndex - 1;
        int firstCol = naturalColumnIndex - 1;
        int lastCol = naturalColumnIndex - 1;
        CellRangeAddressList regions = new CellRangeAddressList(firstRow,
                lastRow, firstCol, lastCol);
        // 数据有效性对象
        // 绑定
        XSSFDataValidation data_validation_list = (XSSFDataValidation) dvHelper.createValidation(dvConstraint, regions);
        data_validation_list.setEmptyCellAllowed(false);
        if (data_validation_list instanceof XSSFDataValidation) {
            data_validation_list.setSuppressDropDownArrow(true);
            data_validation_list.setShowErrorBox(true);
        } else {
            data_validation_list.setSuppressDropDownArrow(false);
        }
        // 设置输入信息提示信息
        data_validation_list.createPromptBox("下拉选择提示", "请使用下拉方式选择合适的值！");
        // 设置输入错误提示信息
        data_validation_list.createErrorBox("选择错误提示", "你输入的值未在备选列表中，请下拉选择合适的值！");
        return data_validation_list;
    }

    /**
     *  计算formula
     * @param offset 偏移量，如果给0，表示从A列开始，1，就是从B列
     * @param rowId 第几行
     * @param colCount 一共多少列
     * @return 如果给入参 1,1,10. 表示从B1-K1。最终返回 $B$1:$K$1
     *
     */
    public static String getRange(int offset, int rowId, int colCount) {
        char start = (char)('A' + offset);
        if (colCount <= 25) {
            char end = (char)(start + colCount - 1);
            return "$" + start + "$" + rowId + ":$" + end + "$" + rowId;
        } else {
            char endPrefix = 'A';
            char endSuffix = 'A';
            if ((colCount - 25) / 26 == 0 || colCount == 51) {// 26-51之间，包括边界（仅两次字母表计算）
                if ((colCount - 25) % 26 == 0) {// 边界值
                    endSuffix = (char)('A' + 25);
                } else {
                    endSuffix = (char)('A' + (colCount - 25) % 26 - 1);
                }
            } else {// 51以上
                if ((colCount - 25) % 26 == 0) {
                    endSuffix = (char)('A' + 25);
                    endPrefix = (char)(endPrefix + (colCount - 25) / 26 - 1);
                } else {
                    endSuffix = (char)('A' + (colCount - 25) % 26 - 1);
                    endPrefix = (char)(endPrefix + (colCount - 25) / 26);
                }
            }
            return "$" + start + "$" + rowId + ":$" + endPrefix + endSuffix + "$" + rowId;
        }
    }

}