When you’re reading tweets on the Twitter site, the script recursively grabs the previous messages in any @reply threads on the page, and inserts them in-place on the web page.

Because Twitter doesn’t actually track threads, Nested Twitter Threads has the same problem as other Twitter threaders do, that it uses the most recent previous post as the reply, but it generally works okay, and having the thread right there on the Twitter page is really super.

Via Marshall Kirkpatrick at ReadWriteWeb (who also has a link there to more info about Greasemonky, if you need that).