This animation is not difficult but you have to take into account the mouse wheel direction and a vertical menu which makes smooth scroll using the animate and scrollTop for anchors or elements on the page.

Apple's menu:

<nav id="progress-nav" class="placeholder on light" style="opacity: 1;">
    <ul>
        <li><a data-scene="hero" class="hero progress-nav-trigger"><span class="dot"></span><span class="hover-text">Início</span></a></li>
        <li><a data-scene="forward" class="forward dark progress-nav-trigger active"><span class="dot"></span><span class="hover-text">Design</span></a></li>
        <li><a data-scene="smart" class="smart progress-nav-trigger"><span class="dot"></span><span class="hover-text" style="right: 47px;">Características</span></a></li>
        <li><a data-scene="ios" class="ios progress-nav-trigger"><span class="dot"></span><span class="hover-text">iOS 7</span></a></li>
        <li><a data-scene="cases" class="cases progress-nav-trigger"><span class="dot"></span><span class="hover-text">Capa</span></a></li>
    </ul>
</nav>

Note that every li has a data- field, for example data-scene="ios" and seeing in the body of the page there is an element exactly with that ID ...

<section id="ios" class="... etc

Now having this structure the JavaScript / jQuery to do the animation can be:

function that makes scroll animated

function fazerScroll(pos) {
    $(document.body).animate({
        scrollTop: pos
    }, 1000);
}

part of mousewheel

$(document).on('mousewheel', function (e) {
    e.preventDefault();

    var evento = e.originalEvent;
    var roda = (evento.wheelDelta) ? evento.wheelDelta : -(evento.detail || evento.deltaY);
    roda < 0 ? posicao.atual++ : posicao.atual--;
    if (posicao.atual < 0) posicao.atual = 0;
    if (posicao.atual > posicao.total) posicao.atual = posicao.total;
    fazerScroll(posicao.elementos[posicao.atual]);
});

part of the click on menu

$('#progress-nav a').on('click', function (e) {
    e.preventDefault();
    var idDestino = $(this).data('scene');
    var posicaoDestino = $('#' + idDestino).position().top;
    fazerScroll(posicaoDestino);
});

Example: link