Google is introducing sitelinks to AdWords. If you're not familiar, sitelinks are links to pages deeper on a website. We've seen them in organic results for quite awhile.
Ad Sitelinks are only being launched to advertisers that meet a high-quality threshold. If your account qualifies, go to your Campaign Settings Tab, then to the "Ad extensions" section. Look for "Show additional links to my site."
Here's a sample ad provided by the Inside AdWords blog (click to enlarge):