As of Silverlight 3.0, there is a Navigation API. It is located in System.Windows.Controls.Navigation.
As explained in this blog there is a Frame Container which has several options.
One of these options is JournalOwnership. It is documented in MSDN here.
JournalOwnership has influence on the behavior of the browser history.
If the JournalOwnership is set to UsesParentJournal, navigation will be visible in the browser history:
This enables the end user to navigate through the Silverlight application using the browser history.
If you do not want to use this feature, for instance in a banking application, the JournalOwnership should be set to OwnsJournal.
After navigating through the menu items, the browser history remains empty.