Thanks Sam,
40.000 albums ay? well I would suggest putting them into around 40 or less catergories, and then you can do this, you can have a drop down on list on the left which chooses the Main catergory, then another besides it which chooses a sub catergory which then will change the one on the right of that which will display the Albums
so from left to right you have three drop down boxes, and by choosing a selection on the left it will change the contents of the next one, so you would use a code such as following to change the contents of each drop down box, it would be a lot of work,
Actually, it is more than 40,000 categories and subcategories, as you can see for example in this link:
http://www.itis.usda.gov/itis_phy.htmlfor the taxonomic classification of animals, for example (i.e., phylum -> genus). The number of albums would even be larger. Unfortunately, the number of dropdown menus cannot be arbitrarily subdivided, as you suggested -- because this will be dependent on the way the taxonomic classification have been specified. Moreover, in scientific taxonomy, the names of the categories-subcategories are almost identical as you go deeper into the subcategories within each major category.
As a result, it is imperative that certain categories would have their own drop down menus. It is for this reason that I suggested the A-Z indexing of the categories in a separate page, and inquired whether that could be done in the existing CPG
but I think 40,000 it excessive, especially for one databse, I mean backups of that would be almost impossible, maybe try downsizing your amount of albums? Im sure you have thought of this, but I can see a lot of errors which could occur from such over use 
Sam~
You are correct, this is the reason why I decided to create related multigalleries (with each gallery having its own database) because as I stated above, after you add the albums, the hypothetical number would even be greater. For example, the more popular major taxonomic categories would have their own gallery and linked to a master introductory gallery that will include all the major taxonomic groups.
If you examine the ITIS taxonomy database (see link above) for example, there will be three major introductory galleries (as a start) for animals, plants, fungi -- each with its own set of related multigalleries.
This multigalleries approach has its own drawbacks -- each Coppermine Photogallery code is more than 10MB, and they will add up. More importantly, if there are too many galleries, it will be a pain to upgrade each of them. [It is not germane to this thread, but the solution to that would be a Coppermine Photogallery code that will be able to control multiple galleries. I believe there is such a feature already. I have just not implemented it.]
cgc0202