按series_id对结果进行排序，因此具有相同值的所有产品都将在一起。

$stmt = $pdo->prepare("SELECT series_id, product_name
                       FROM yourTable
                       ORDER BY series_id");
$stmt->execute();

然后在显示结果时，显示Series标题并在更改时启动新的<ul>：

$last_series = null;
echo "<ul>\n";
while ($row = $stmt->fetch(PDO::FETCH_ASSOC)) {
    if ($row['series_id'] != $last_series) {
        if ($last_series) {
            echo "</ul></li>\n";
        }
        echo "<li>" . $row['series_id'] . " Series Product\n";
        echo "<ul>\n";
        $last_series = $row['series_id'];
    }
    echo "<li>" . $row['product_name'] . "</li>\n";
}
if ($last_series) {
    echo "</li>\n";
}
echo "</ul>\n";