This guy isn't using a plugin. He has just categorized his entries and has multiple pages for a category. And he might just be using a page number plugin. This isn't hard to replicate.
As for what you are looking for, it could be done similar to this. But if you want the page not to reload, I am not aware of any plugins. (Perhaps you can integrate FLICKR.
Although, I have done something similar for my portfolio, without using thumbnails. (Unfortunately, it is my own plugin and I haven't 'cleaned it up enough' to release to the world.)