Add County to existing state-country Ajax widget

As confirmed on the demo, the county field only ever shows these options:
<option value="">- select -</option>
<option value="1">Alameda</option>
<option value="2">Contra Costa</option>
<option value="3">Marin</option>
<option value="4">San Francisco</option>
<option value="5">San Mateo</option>
<option value="6">Santa Clara</option>

Nor is it Ajaxy like country and state. I assume that it should work like this

1) user selects country
2) ajax happens to populate state field
3) User selects state
4) ajax happens to populate county field
5) User selects county