One option would be to load all items in the nav menu into the page when it is being generated using wp_get_nav_menu_items( $menu_name, $args )
Another possible way to do that would be to use ajax to grab the page in question and append it to the end of the current content before the scroll action is fired.
However, there are a few possible problems with the latter idea, particularly the fact that normal wordpress themes use templates to show an entire page … and getting just the content you want to append would require a little more work than simply receiving query data, using query_posts() to stomp all of the globals (finally, a use for that function!), opening a buffer, loading the appropriate template, and returning the content.
Of course, you could write a custom function to grab and format posts in a particular way and then use that to return the proper code to be appended to the post list.