Court Ewing has written up a new post to his blog about creating a "choice" list (a select list as defined by Symfony 2) with dynamic options and validating the resulting submission. His example uses Doctrine 2 entities to work with most of the data handling.
A standard select list can be created using Symfony's choice field type; it is pretty clear how to create a new choice field with simple, non-dynamic options (e.g. gender), but it gets a little more complicated when you want to create and validate a dynamically generated choice list.
He includes the code for a simple entity, a Post model to fetch the category information and the set up of the form element - a select list of post types/categories. He also includes a bonus section showing how you can achieve the same thing without a model to bind to. The code's a little bit more complex than the previous example, but it's basically just reproducing some of the validation and fetching logic manually.