jQuery uses this pattern. Essentially it involves every method returning a reference to the same object on which the method was called.
myClassInstance
.DoMethodA()
.DoMethodB()
.DoMethodC()
.CleanUp();
What's this design pattern called?
UPDATE The accepted answer is correct, and here is the link to the wikipedia entry for it - less informative than the link provided in the answer though :P http://en.wikipedia.org/wiki/Method_chaining