var table = $('#example').DataTable();

table.columns().flatten().each( function ( colIdx ) {

// Create the select list and search operation

var select = $('<select />')

    .appendTo(

        table.column(colIdx).footer()

    )

    .on( 'change', function () {

        table

            .column( colIdx )

            .search( $(this).val() )

            .draw();

    } );

// Get the search data for the first column and add to the select list

table

    .column( colIdx )

    .cache( 'search' )

    .sort()

    .unique()

    .each( function ( d ) {

        select.append( $('<option value="'+d+'">'+d+'</option>') );

    } );