Here is a simple solution that will allow you to fetch value from opened window. All you need is to inject JavaScript code into opened window that will interact with the parent window using window.opener:

HTML

<input id="value" />
<button onclick="openWindow();">Open</button>

JavaScript

function openWindow() {
    var i, l, options = [{
       value: 'first',
       text: 'First'
    }, {
       value: 'second',
       text: 'Second'
    }],
    newWindow = window.open("", null, "height=200,width=400,status=yes,toolbar=no,menubar=no,location=no");  

    newWindow.document.write("<select onchange='window.opener.setValue(this.value);'>");
    for(i=0,l=options.length; i<l; i++) {
        newWindow.document.write("<option value='"+options[i].value+"'>");  
        newWindow.document.write(options[i].text);  
        newWindow.document.write("</option>");
    }
    newWindow.document.write("</select>");
}

function setValue(value) {
    document.getElementById('value').value = value;
}

Working example here: http://jsbin.com/uqamiz/1/edit

I would not recomend you to use document.write as others suggest, because if you will open such window twice your HTML will be duplicated 2 times (or more).

Use innerHTML instead

var win = window.open("", "Title", "toolbar=no,location=no,directories=no,status=no,menubar=no,scrollbars=yes,resizable=yes,width=780,height=200,top="+(screen.height-400)+",left="+(screen.width-840));
win.document.body.innerHTML = "HTML";