Just looking at the sony website and I love the way they have done this, they must be using flash but the way the back ground changes when a menu item comes up is great have a look http://ie.playstation.com/

Hi,

They are running flash in the background layer and above that layer they have created content layers.

Hope this helps,
Cheers,

Do you know of any tutorials on how to do this?

While it is most likely flash, it could also be some pretty advanced javascript.