效果图：

思路：

用addView的方式添加三个recyclerview，使用LinearLayout横向布局，权重weight平分。

代码：

public class Test2Activity extends AppCompatActivity {
    private LinearLayout parentView;
    private RecyclerView recyclerView1, recyclerView2, recyclerView3;
    private List<DataBean> siteData; // 列表1数据
    private List<StationBean> stationData; // 列表2数据
    private List<DeviceBean> deviceData; // 列表3数据
    private boolean isAddSecondView = false;
    private boolean isAddThirdView = false;
    private int lastPosV1 = -1;
    private int lastPosV2 = -1;
    private int lastPosV3 = -1;

    @Override
    protected void onCreate(@Nullable Bundle savedInstanceState) {
        super.onCreate(savedInstanceState);
        setContentView(R.layout.popup_linkage_recyclerview);
        // widget
        parentView = findViewById(R.id.parentView);

        // 实例化
        siteData = new ArrayList<>();

        // 取数据
        String str = FileUtils.readMemory2(this, FileUtils.SITE_DATA_NAME);
        if (!TextUtils.isEmpty(str)) {
            BSDBean bsdBean = new Gson().fromJson(str, BSDBean.class);
            siteData.addAll(bsdBean.getData());
        } else {
            Toast.makeText(this, "暂无数据", Toast.LENGTH_LONG).show();
            return;
        }

        // set first recyclerview
        recyclerView1 = new RecyclerView(this);
        LinearLayoutManager llManager = new LinearLayoutManager(this);
        llManager.setOrientation(RecyclerView.VERTICAL);
        recyclerView1.setLayoutManager(llManager);
        // adapter
        LinkageSiteAdapter siteAdapter = new LinkageSiteAdapter(this, siteData);
        recyclerView1.setAdapter(siteAdapter);

        // set second recyclerview
        recyclerView2 = new RecyclerView(this);
        LinearLayoutManager llManager2 = new LinearLayoutManager(this);
        llManager2.setOrientation(RecyclerView.VERTICAL);
        recyclerView2.setLayoutManager(llManager2);
        // adapter
        stationData = new ArrayList<>();
        LinkageStationAdapter stationAdapter = new LinkageStationAdapter(this, stationData);
        recyclerView2.setAdapter(stationAdapter);

        // set third recyclerview
        recyclerView3 = new RecyclerView(this);
        LinearLayoutManager llManager3 = new LinearLayoutManager(this);
        llManager3.setOrientation(RecyclerView.VERTICAL);
        recyclerView3.setLayoutManager(llManager3);
        // adapter
        deviceData = new ArrayList<>();
        LinkageDeviceAdapter deviceAdapter = new LinkageDeviceAdapter(this, deviceData);
        recyclerView3.setAdapter(deviceAdapter);

        // add first recyclerview
        LinearLayout.LayoutParams lp = new LinearLayout.LayoutParams(0, ViewGroup.LayoutParams.WRAP_CONTENT, 1f);
        parentView.addView(recyclerView1, 0, lp);

        // click listener
        // 列表1
        siteAdapter.setOnItemClickListener(new OnItemClickListener() {
            @Override
            public void onItemClick(@NonNull BaseQuickAdapter<?, ?> adapter, @NonNull View view, int position) {
                // 更新recyclerview1当前选中item的状态
                adapter.notifyItemChanged(position, 0);
                // 上一次点击的item恢复为默认效果（未选中状态）
                if (lastPosV1 > -1 && lastPosV1 != position) {
                    adapter.notifyItemChanged(lastPosV1);
                }
                lastPosV1 = position;

                // add second recyclerview
                lastPosV2 = -1;
                if (!stationData.isEmpty()) {
                    stationData.clear();
                }
                stationData.addAll(siteData.get(position).getStation());
                stationAdapter.notifyDataSetChanged();
                // 未添加recyclerView2
                if (!isAddSecondView) {
                    LinearLayout.LayoutParams lp2 = new LinearLayout.LayoutParams(0, LinearLayout.LayoutParams.WRAP_CONTENT, 1f);
                    parentView.addView(recyclerView2, 1, lp2);
                    isAddSecondView = true;
                }

                // clear device list data
                if (!deviceData.isEmpty()){
                    deviceData.clear();
                    deviceAdapter.notifyDataSetChanged();
                }
            }
        });

        // 列表2
        stationAdapter.setOnItemClickListener(new OnItemClickListener() {
            @Override
            public void onItemClick(@NonNull BaseQuickAdapter<?, ?> adapter, @NonNull View view, int position) {
                // 更新recyclerview2当前选中状态
                adapter.notifyItemChanged(position, 1);
                // 上一次点击的item恢复默认效果（未选中状态）
                if (lastPosV2 > -1 && lastPosV2 != position) {
                    adapter.notifyItemChanged(lastPosV2);
                }
                lastPosV2 = position;

                // add third recyclerview
                lastPosV3 = -1;
                if (!deviceData.isEmpty()) {
                    deviceData.clear();
                }
                deviceData.addAll(stationData.get(position).getDevice());
                deviceAdapter.notifyDataSetChanged();
                // 未添加recyclerview3
                if (!isAddThirdView) {
                    LinearLayout.LayoutParams lp3 = new LinearLayout.LayoutParams(0, ViewGroup.LayoutParams.WRAP_CONTENT, 1f);
                    parentView.addView(recyclerView3, 2, lp3);
                    isAddThirdView = true;
                }
            }
        });

        // 列表3
        deviceAdapter.setOnItemClickListener(new OnItemClickListener() {
            @Override
            public void onItemClick(@NonNull BaseQuickAdapter<?, ?> adapter, @NonNull View view, int position) {
                // 更新recyclerview3当前选中状态
                adapter.notifyItemChanged(position, 2);
                // 上一次点击的item恢复默认效果（未选中状态）
                if (lastPosV3 > -1 && lastPosV3 != position) {
                    adapter.notifyItemChanged(lastPosV3);
                }
                lastPosV3 = position;
            }
        });
    }

}

public class LinkageSiteAdapter extends BaseQuickAdapter<DataBean, BaseViewHolder> {
    private final int normal_color;
    private final int select_color;

    public LinkageSiteAdapter(Context context, @Nullable List<BSDBean.DataBean> data) {
        super(R.layout.item, data);
        normal_color = context.getResources().getColor(R.color.c3);
        select_color = context.getResources().getColor(R.color.c4);
    }

    @Override
    protected void convert(@NotNull BaseViewHolder baseViewHolder, BSDBean.DataBean dataBean) {
        // 获取当前item的position
        int position = baseViewHolder.getLayoutPosition();
        String tv = dataBean.getBureau().getName();
        baseViewHolder.setText(R.id.name, tv);

        RelativeLayout relRootView = baseViewHolder.findView(R.id.relRootView);
        relRootView.setBackgroundColor(normal_color);
    }

    @Override
    public void onBindViewHolder(@NotNull BaseViewHolder holder, int position, @NotNull List<Object> payloads) {
        super.onBindViewHolder(holder, position, payloads);
        if (payloads.isEmpty()) {
            onBindViewHolder(holder, position);
        } else {
            RelativeLayout relRootView = holder.findView(R.id.relRootView);
            relRootView.setBackgroundColor(select_color);
        }
    }

}

说明：recyclerview点击item背景变色的代码有点点问题，这里根据需求修改，以上代码只是思路记录。