Is there a way to combine all of your scripts into one single script using the PHP equivalent of something like an HTML anchor? A good example of what I'm trying to do is the shown by following site:

Each time you click on one of thier navigation buttons, "Join" for instance, the page returns thier join form and the address bar now reads:

I am under the impression that all of the code for this site is contained within thier index.php file. If I am wrong here, can someone explain what's going on. Also, if I am right, is there documentation on how to achieve this sort of organization? Any help would be greatly appreciated!