well if you want to change comboboxes items without having to postback , your gonna have to change them with javascript.
if you really do not want to rely on javascript , then you can manage your postbacks with querystring, Session variables , or even cookies but that would be overkill, Session would be fine.
Lets say Combobox1 is States and combo box 2 is Towns or whatever.
When user changes the selectedIndex of combo1 , save the new selectedIndex in a Session variable Session("state") , then on your page load check if postback is true and if it is, check if you have a value for Session("state"), if you do, load the proper items in combo2
alternatively with querystring simply redirect to the same page with "state=UserSelection" at the end of the link ("mypage.aspx?state=something") , and in your page load check for Request("state") and if there is a value load the propper items in combo2.