Hrm- the short answer is no, but the long answer is probably yes. Depending. It should be pretty easy if the cars group is all on one level and so is the state- which sounds like they are. That or if you want to hard code it.
But quick note- it means you really can’t give them an ‘all’ option, because it will apply to all the categories. Hrm. Well, you could, but that would take an extension or more cleverness with js than I possess. I can detail out why if you need me to- which you may. Being able to select all cars seems like something folks might want to do (without having it mean ‘all states’ too. But if not- no problem.
Since cat_id is an array? You can have multiple selects with that name. So say hard coding it:
<select name='cat_id[]' size='12' class='multiselect' multiple='multiple'>
<option value=''>Choose a Car</option>
{exp:channel:categories channel="about" style="linear"}
<option value='{category_id}'>{category_name}</option>
{/exp:channel:categories}
</select>
<select name='cat_id[]' size='12' class='multiselect' multiple='multiple'>
<option value=''>Choose a State</option>
{exp:channel:categories channel="news" style="linear"}
<option value='{category_id}'>{category_name}</option>
{/exp:channel:categories}
</select>
Do you understand the logic? What will allow it to work is the fact the select has a name that’s an array. So you put another select on there with the same name- it just adds it to the array and sends them all over together.
Search is a little weird in that most of the cat select is populated via JS- because what goes in the field will depend on what category(s) they select.
This is just really briefly tested and the logic is sound. But I won’t swear there won’t be a few quirky bits depending on what you need to do (the ‘select all’ behavior being one.
But does this look like it will work and do you understand the basic logic?