Simple remove the line-breaks (or escape them) and wrap the the select for cell4 into quotes.

cell4.innerHTML = '<select id="aGls"><option selected="">-</option><option value="0">0</option><option value="1">1</option><option value="2">2</option><option value="3">3</option><option value="4">4</option><option value="5">5</option><option value="6">6</option><option value="7">7</option><option value="8">8</option><option value="9">9</option><option value="10">10</option><option value="11">11</option><option value="12">12</option><option value="13">13</option><option value="14">14</option><option value="15">15</option><option value="16">16</option><option value="17">17</option><option value="18">18</option><option value="19">19</option><option value="20">20</option></select>';

Demo

You can't have multiline strings in javascript, To fix this you need to escape the new line:

cell3.innerHTML = '<select id="hGls">\
                      <option selected="">-</option>\
                      <option value="0">0</option>\
                      <option value="1">1</option>\
                      <option value="2">2</option>\
                      <option value="3">3</option\
                      <option value="4">4</option>\
                      <option value="5">5</option>\
                  </select>';

cell4.innerHTML = '<select id="aGls">\
                      <option selected="">-</option>\
                      <option value="0">0</option>\
                      <option value="1">1</option>\
                      <option value="2">2</option>\
                      <option value="3">3</option>\
                      <option value="4">4</option>\
                      <option value="5">5</option>\
                      <option value="6">6</option>\
                      <option value="7">7</option>\
                      <option value="8">8</option>\
                      <option value="9">9</option>\
                      <option value="10">10</option>\
                      <option value="11">11</option>\
                      <option value="12">12</option>\
                      <option value="13">13</option>\
                      <option value="14">14</option>\
                      <option value="15">15</option>\
                      <option value="16">16</option>\
                      <option value="17">17</option>\
                      <option value="18">18</option>\
                      <option value="19">19</option>\
                      <option value="20">20</option>\
                  </select>;

Via a function?

function addNumbersOpts(id, max) {
    var buff = [];
    for (var i = 0; i <= max; i++)
        buff.push('<option value="' + i + '">' + i + '</option>');

    return '<select id="' + id + '">' + buff.join('\n') + '</select>';
}

cell3.innerHTML = addNumbersOpts('hGls', 5);
cell4.innerHTML = addNumbersOpts('aGls', 20);

1. You're missing the quotes at cell4.innerHTML =

2. You should write your code with concatenations:

   cell3.innerHTML = '<select id="hGls">' +
                         '<option selected="">-</option>' +
                         '<option value="0">0</option>' +
                         ...
                     '</select>';
   

   This makes it much clearer.

   Altermativeley, you can use \ to escape the line break or squeeze them into a single line (as recommended by the other answers), but using concatenation is much clearer and doesn't have a performance overhead due to browser optimisations.