Checkboxes In Dropdown List

I want to make a dropdown populated with checkboxes, where multiple boxes can be checked at once. A dropdown won't work because I want to check multiple lines.

I am using VBA and have an array to populate the checkbox dropdown, but I don't know how to make a dropdown filled with checkboxes at all, even manually in excel. A column of checkboxes won't work because there could be hundreds and I don't want to have to dynamically format the contents of the rest of the page.