Try this:
var list = ["Simon", "Alex"]; // Say your list is this
$(function(){
$('select option').filter(function () { //Use filter on options
return $.inArray(this.innerHTML, list) == -1 // get the option text which is not in the array
}).remove(); //Remove them
});
Demo
Refer
Meanwhile instead of $.inArray you can also use ecmascript-5 spec Array.prototype.indexOf
return list.indexOf(this.innerHTML) == -1