Grouped checkboxes with subheadings

Hello all,

I think I remember seeing this done somewhere but now I can't find it. I want to present a set of checkboxes and group the options under sub-headings. For simplicity, lets say that they are countries and I want to group them by continent. I want to see this:

Asia
[] China
[] Russia
Africa
[] Egypt
[] Kenya

I want to load the values from a database but if necessary, I can manually enter them. I have seen it indicated that I can use angled brackets for headings but that doesn't seem to work. Ideally, I would like to be able to load the options from a database and fill an array but either way would be fine.