Código PHP:
<select name="marca" id="form">
<?php
$cnx = conectar ();
$sql = "SELECT Provincia FROM Hoteles ORDER BY Provincia ASC ";
$result = mysql_query($sql) or die (mysql_error());
while($row = mysql_fetch_row($result)) {
?>
<option value="<?php echo $row[0]; ?>"><?php echo $row[0]; ?></option>
<?php
}
?>
</select>
Muchas gracias.