I've seen some websites where I guess for security ...when the user opens another window... or is redirected to another webform or window...... only the domain name shows each time like
You can do it then the whole site is contained in the default (usually index.php etc) document. This is uncommon... but would yeild the result you see.
More commonly, people create a frameset (even if the frameset contains a 0 pixel high frame that is never used) and load content pages in a frame. This maintains the URL in the address box as
since it reflects the correct path to the frameset document (again, usually the default document - index.php etc).
People shy away from the frame technique for many reasons including the inability to bookmark individual pages (although this can be worked around, many choose not to bother -- or don't consider it a problem).
I don't know of any other broad techniques to achieve this result.
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