Sitelinks are those sub-section of nested links you sometimes see in search results.

Like this:

Google says:

“Our systems analyze the link structure of your site to find shortcuts that will save users time and allow them to quickly find the information they’re looking for. We only show Sitelinks for results when we think they’ll be useful to the user. If the structure of your site doesn’t allow our algorithms to find good Sitelinks, or we don’t think that the Sitelinks for your site are relevant for the user’s query, we won’t show them. At the moment, Sitelinks are completely automated. We’re always working to improve our Sitelinks algorithms, and we may incorporate webmaster input in the future.“