How do object or method chaining work in jQuery?

If you have an object with certain methods, if each method returns an object with methods, you can simply call a method from the object returned.

var obj = {   // every method returns obj---------v
    first: function() { alert('first');   return obj; },
    second: function() { alert('second'); return obj; },
    third: function() { alert('third');   return obj; }
}

obj.first().second().third();

DEMO: http://jsfiddle.net/5kkCh/