%% 
%%  A DANTE-Edition example
%% 
%%  Example 02-04-9 on page 43.
%% 
%%  Copyright (C) 2010 Herbert Voss
%% 
%%  It may be distributed and/or modified under the conditions
%%  of the LaTeX Project Public License, either version 1.3
%%  of this license or (at your option) any later version.
%% 
%%  See http://www.latex-project.org/lppl.txt for details.
%% 
%% 
%% ==== 
% Show page(s) 1
%% 
\documentclass[]{article}
\pagestyle{empty}
\setlength\textwidth{153.70511pt}
\setlength\parindent{0pt}
\usepackage[utf8]{inputenc}
\usepackage[english]{babel}
\setlength\textheight{5.5cm}
\setlength\textwidth{4.5cm}
\AtBeginDocument{\setbox0\hbox{$ $}}

\usepackage{blkarray} \BAtablenotesfalse

\begin{document}
\begin{blockarray}{[c c]}
  I\footnote{Chicago Manual of Style (CMoS).} &
 II\footnote{This is a long footnote to demonstrate
             the line break.}\\
 \begin{blockarray}{(ll)}
   l-1\footnote{Chicago Manual of Style.} & l-2 \\
   l-3\footnote{Footnote on l-3.} & l-4 \\
   \end{blockarray}
 & \begin{blockarray}{(ll)}
   r-1\footnote{CMoS}
 & r-2\\r-3\footnote{\ldots} & r-4\\
 \end{blockarray}\\
 III\footnote{Note on III.} & IV \\
\end{blockarray}
\end{document}