On his blog, Travis Swicegood discusses method chaining and Fluent APIs in PHP5.

One of the things that bugs me about PHP is that fluent APIs that were made possible by method chaining in PHP 5 are hindered by the new keyword. In Python or Javascript it's possible to instantiate the object and continue chaining it.

Check out the comments on his blog for more code examples and solutions for implementing method chaining in PHP5