I never noticed this until last night, just shows how much attention I pay to the google listings.

I was curious as to how some sites have managed to get not only their main site url listed, but underneath they have several links leading to their other site pages.

Search google for CNN for example (I can`t post links yet!)

It`s almost like a mini sitemap. Is this done from using the google sitemaps tool in some way?

It`s great for sites that have a lot of pages associated with their websites.

Thanks.

Site map not really just links of there websites I believe to the best of my knowledge Google has moved away from doing this.

It's not related to Sitemaps, and isn't anything that a site operator can "have done." Just an approach Google has implemented algorithmically as one of a handful of minor UI upgrades over the past few months. If anything it's probably connected to Analytics, not Sitemaps.

This set of algorithms identifies popular sites for which this approach might be worthwhile, and which links within those particular sites will be listed on the results page.