In 2006, Google introduced sitelinks in the SERPs (see the extra links in the Apple Computer example above). These are additional links under the main search results that point to deeper pages in the site. The sitelinks are something that are generated algorithmically and automatically. They are something that a webmaster cannot do to get them, but do have control over some of them, by blocking inappropriate ones in Webmaster Tools. See Google’s explanation of them here. The only thing that appears to be helpful to Google to give a site some sitelinks is having a good sensible site navigation, so the algorithm can pick the best deeper links to display in the search results.
What sitelinks Google have chosen for a particular site (assuming that they have chosen any) can be seen in Google Webmasters Tools. The sitelinks are primarily there to help the searcher and Google tends to show them when they think they will be useful to the searcher. They will not show them on many of the searches made for the site. For example, if I was to search for Apple Computers, I am probably searching for the official Apple Computers site, so it would make sense for Google to show the sitelinks to help me get into the Apple site (and they generally do return them). If, however, I was searching for Apple computer review, then I am probably not searching for any specific site, so it would make sense for Google not to return sitelinks. So it appears Google’s algorithm will return sitelinks when they are confident that the search query is looking for a specific site.
There are a number of myths about sitelinks going around the SEO Forums started by the SEO Kiddies. They are not a sign that Google has given a site authority status and they are not related to the use of Sitemap.xml.
Below is a video clip of Matt Cutt’s from Google, discussing the anatomy of the search engine results: