Long Drop down button list

I am trying to create a drop down button with many items in the drop down. So many that I need to be able to scroll down through the list. See drop down at
https://www.cia.gov/library/publications/the-world-factbook/geos/af.html#top

The drop down button at top lists all countries of the world, which is a lot. So they have the button list to scroll.
I have seen a few tutorials on buttons, but nothing on scrolling.