A website that I coded is using jQuery/Ajax to build the pages dynamically as the user scrolls down. It is an e-commerce site and each page has a large number of products that would be enormous if loaded all at one so it loads 3 lines of products at a time on demand.
The problem is that the client has noticed that if you click on a product, which displays a "details" page from which you can buy, and then go back it starts at the top again rather than returns to the position on "the page" from which the visitor clicked. Apparently other sites successfully manage to built the page dynami