Now I've seen this kind of navigation at several places, one is a US government site and this phone database page also coded a similar navigation.

Basically, it's a list and only part of it is shown and the current one is located in the middle of the list. There's a previous and next button to navigate through list and it all looks like a window. And you are seeing through it a train.

Any thoughts? I think I'd do one with my wordpress theme posts navigation. It's actually kind of like what the wp page navi plugin does but more elegant.

I think the implementation is horrible. The page jumps to top when I click the arrow and I have to scroll down to the menu again

As for how it's done why dont you ask yourself since this site belongs to you too? You seem to suffer from a very short memory.

Ahhhh, yeah, this site is mine! Thanks for reminding!