There is one quite critical exception to the rule that you should note, however. I will give it as an example because that is easier:
Austria:
Serbia move to Bulgaria
Greece support move to Bulgaria from Serbia
Trieste move to Serbia
Turkey:
Rumania move to Serbia
Bulgaria support move to Serbia from Rumania
Constantinople support hold Bulgaria
In this example, the attack against Bulgaria will fail (because it was support held), but because the support move from Bulgaria was against Serbia (the territory that attacked Bulgaria), that support is not cut and Rumania will dislodge Bulgaria and take the territory. However, if you remove the support hold from Constantinople, then Bulgaria is dislodged and its support is cut, so instead of moving into Serbia, the unit in Rumania bounces with Trieste.
This is a bit complicated, but it is also an important scenario that does come up fairly often. Essentially, I think the rule is "A support move is not cut when the attacking unit comes from a territory to which the support move is directed, unless the supporting unit is dislodged, in which case the support move is cut."