Post multiple page / pagination with jQuery

I’m trying to do a gallery sorta thing, split post to multiple pages and paginate them with jQuery. Has anyone tried something similar, could you help me with some guidlines to set it up?

Something like this and similar galleries on websites: http://hitfix.com/galleries/most-anticipated-tv-premieres-and-returns-of-2012

I’ve managed to make something similar, but without jQuerry, and I know users get annoyed when site has to reload every time for each page.