В общем всё получилось:
<!DOCTYPE html>
<html>
<head>
<title></title>
<script src="http://code.jquery.com/jquery-2.1.3.min.js"></script>
<script src="https://maxcdn.bootstrapcdn.com/bootstrap/3.3.2/js/bootstrap.min.js"></script>
<link href="https://maxcdn.bootstrapcdn.com/bootstrap/3.3.2/css/bootstrap.min.css" rel="stylesheet">
<link href="https://cdnjs.cloudflare.com/ajax/libs/select2/3.5.2/select2.min.css" rel="stylesheet" />
<script src="https://cdnjs.cloudflare.com/ajax/libs/select2/3.5.2/select2.min.js"></script>
<link href="https://cdnjs.cloudflare.com/ajax/libs/select2-bootstrap-css/1.4.6/select2-bootstrap.min.css" rel="stylesheet" />
<script type="text/javascript">
$(document).ready(function(){
$( ".select2" ).select2( { placeholder: "Select a State"} );
});
</script>
</head>
<body>
<div class="col-md-4" style="margin:50px">
<select class="form-control select2" >
<option></option>
<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>
</optgroup>
</select>
</Div>
</body>
</html>