In his recent post Travis Swicegood is talking about the "Fluent API". This kind of API is very popular in scripting languages and I use it during my work with Zend Framework or jQuery projects. Another good example of such technique is Document Object Model API.
His examples show the method chaining that's the hallmark of fluent interfaces. Unfortunately, there's no good way to just make an object and call a fluent interface on it in PHP, so Alex suggests a simple little wrapper (that just returns the object) to make it easier.