select2

HTML

<link rel="stylesheet" href="http://ivaynberg.github.com/select2/select2-3.4.0/select2.css">
<script src="http://ivaynberg.github.com/select2/select2-3.4.0/select2.js"></script>
<p>
    <select style="width:300px" class="select">
        <optgroup label="Alaskan/Hawaiian Time Zone">
            <option value="AK">Alaska</option>
            <option value="HI">Hawaii</option>
        </optgroup>
        <optgroup label="Pacific Time Zone">
            <option value="CA">California</option>
            <option value="NV">Nevada</option>
            <option value="OR">Oregon</option>
            <option value="WA">Washington</option>
        </optgroup>
        <optgroup label="Mountain Time Zone">
            <option value="AZ">Arizona</option>
            <option value="CO">Colorado</option>
            <option value="ID">Idaho</option>
            <option value="MT">Montana</option>
            <option value="NE">Nebraska</option>
            <option value="NM">New Mexico</option>
            <option value="ND">North Dakota</option>
            <option value="UT">Utah</option>
            <option value="WY">Wyoming</option>
        </optgroup>
        <optgroup label="Central Time Zone">
            <option value="AL">Alabama</option>
            <option value="AR">Arkansas</option>
            <option value="IL">Illinois</option>
            <option value="IA">Iowa</option>
            <option value="KS">Kansas</option>
            <option value="KY">Kentucky</option>
            <option value="LA">Louisiana</option>
            <option value="MN">Minnesota</option>
            <option value="MS">Mississippi</option>
            <option value="MO">Missouri</option>
            <option value="OK">Oklahoma</option>
            <option value="SD">South Dakota</option>
            <option value="TX">Texas</option>
            <option value="TN">Tennessee</option>
            <option value="WI">Wisconsin</option>
        </optgroup>
        <optgroup label="Eastern...

CSS

body {
    font-family: sans-serif;
}
ul {
    padding: 0;
}
.info {
    color: #00f;
    font-weight: bold;
    font-size: 10px;
    float: right;
    position: relative;
    z-index: 1;
}
.info:hover {
    text-decoration: underline;
}

JavaScript

function format(state) {
    if (!state.id) return state.text; // optgroup
    return state.text + " <i class='info'>link</i>";
}

var selects = [];

$('.select').each(function (i) {

    selects[i] = $(this).select2({
        formatResult: format,
        formatSelection: format,
        escapeMarkup: function (m) {
            return m;
        }
    });
    
    $(this).on('select2-open', function() { 
            debugger;
                $('.select2-results .info').on('mouseup', function(e) { 
                    e.stopPropagation();
                    console.log('clicked');
                }); 
            });
    
});