<select class="sel">
  <option class="opt1">Option 1</option>
  <option class="opt2">Option 2</option>
  <option class="opt3">Option 3</option>
  <option class="opt4">Option 4</option>
</select>
<select class="sel">
  <option class="opt1">Option 1</option>
  <option class="opt2">Option 2</option>
  <option class="opt3">Option 3</option>
  <option class="opt4">Option 4</option>
</select>
<select class="sel">
  <option class="opt1">Option 1</option>
  <option class="opt2">Option 2</option>
  <option class="opt3">Option 3</option>
  <option class="opt4">Option 4</option>
</select>

$('.sel').on('change', function() {
  $('.sel').not(this).find('.' + $(':selected', this).attr('class')).remove();
});