This concept is a new one for me -- I first came across it at the YUI dependency configurator. Basically, instead of having multiple requests for many files, the files are chain
There are various ways, the two most obvious would be:
I prefer not to serve static files through any sort of script, but I also like to develop my code with 10 or so seperate small class files without the cost of 10 HTTP requests. So I came up with a custom build process that combines all the most common classes and functions and then minifies them into a single file like project.min.js and have a condition in all my views/templates that includes this file on production.
Edit - The "custom build process" is actually an extremely simple perl script. It reads in each of the files that I've passed as arguments and writes them to a new file, optionally passing the entire thing through JSMIN (available in all your favourite languages) automatically.
At the command like it looks like:
perl build-project-master.pl core.js class1.js etc.js /path/to/live/js/file.js