Recent Posts Dropdown

Is there a way, without plugins that I can create a drop down list of the recent posts. I know there is this plugin but I am having issues with it. I’d rather have something that doesn’t rely on a plugin, preferably.

Or is there something else besides recent posts & pages that I could do a drop down of. For this design I am doing I really need 3 dropdown menus. I’d like to do categories, archives (both of which I’ve already got) and then recent posts.