This will require some changes in the platform : loading the regular application for arbitrary paths, rather than look for a file under "web" or for a callable service that matches the longer path.
In conjunction with the relatively new pushState method, this can indeed result with a nicer navigation experience, as well as better search-engine integration. See http://moz.com/blog/create-crawlable-link-friendly-ajax-websites-using-pushstate
We plan to change our web site to use these techniques, so the additional support needed in the platform will be available in the next few weeks.
For best results, use the Firefox browser..