si se prodria.
Algo así podria ser:
Código PHP:
<select name="miSelect" id="idmiSelect" onChange="window.location.href='www.miweb.es/'+document.getElementById(this.id).value">
<option value="pag1.html">pag1</option>
<option value="pag2.html">pag2</option>
....
</select>