@mhstuart
Most people with this request are really seeking to display a category of blog posts on a page.
Vinography, which is not a WP site, is organized differently. Each URL on that site starts with the /archives/ folder. That is equivalent to WordPress category pages, whose URL’s by default are /category/MyCategory/MySubCategory/
To do it that way your dropdown nav would be based on the hierarchy of categories rather than pages. That’s not as common in WP as using pages but themes exist that do it that way.
Things you need to understand about WP categories are
1) They can be hierarchical
parent – child – grandchild, and
2) categories can have only one parent
if you have
Events
San Diego
and
Education
San Diego
the two San Diego’s would be two different categories, even though they potentially share the identical name (which is not the best idea). The category slug (URL part) would be different.
This limits to some degree the mix and match capability and requires advance planning of how you lay out your category structure. A post can be assigned to many categories, so that part is not an issue.
WordPress also has a system called Tags – for some people it works to have
Events
Education
Restaurants
as categories, and then have a tag San Diego. Then when searching for posts you include all posts in the category Restaurants that are tagged with San Diego. The built in WordPress query_posts code at this point can’t run a query like that. it requires custom code. However its quite doable.
Think through how you want your data accessible – its an important design decision that you will live with for a long time.
WordPress is adding in the next release the ability to have custom taxonomies – basically an extension to categories and tags – define your own classification system. I’m not sure at this point how clever developers will expand what WP can do with that new capability.