How do we update URL or query strings using javascript/jQuery without reloading the page?

Is there a way to update the URL programatically without reloading the page?

EDIT: I added something in the title in post .I just want to make it clear that I don't want to reload the page

Answer

Yes - document.location = "http://my.new.url.com"

You can also retrieve it the same way eg.

var myURL = document.location;
document.location = myURL + "?a=parameter";

The location object has a number of useful properties too:

hash            Returns the anchor portion of a URL
host            Returns the hostname and port of a URL
hostname        Returns the hostname of a URL
href            Returns the entire URL
pathname        Returns the path name of a URL
port            Returns the port number the server uses for a URL
protocol        Returns the protocol of a URL
search          Returns the query portion of a URL

EDIT:
Setting the hash of the document.location shouldn't reload the page, just alter where on the page the focus is. So updating to #myId will scroll to the element with id="myId". If the id doesn't exist I believe nothing will happen? (Need to confirm on various browsers though)

EDIT2: To make it clear, not just in a comment:
You can't update the whole URL with javascript without changing the page, this is a security restriction. Otherwise you could click on a link to a random page, crafted to look like gmail, and instantly change the URL to www.gmail.com and steal people's login details.
You can change the part after the domain on some browsers to cope with AJAX style things, but that's already been linked to by Osiris. What's more, you probably shouldn't do this, even if you could. The URL tells the user where he/she is on your site. If you change it without changing the page contents, it's becomes a little confusing.