How to load a URL without loading full page?

Question

I know using Ajax you can load parts of page, but how would you load a different URL (not just hash change) without actually loading full page?
The demo can be found at rottentomatoes.com
Go to home page. On the left hand side of the page, click on one of the Opening Movies.
Now scroll down by 20px appx., to understand the effect. Click on another Opening Movie.
Now the URL is changed, but full page is not loaded. Or that is what is my perception.
How would you do that?

Answer 1

I don't know fully about this but by using ajax and history api you can do this.

Just try the following links may help you

Changing URL without refresh?

JQuery: Change URL param without reloading?