The effect they use is called Parallax.
This is a special JS effect that allows you to bind the scroll speed to individual elements on the page.
Depending on your needs, there are several popular Parallax libraries:
Stellar.js This library is based on jQuery, it supports horizontal and vertical scrolling. It also has experimental support for iOS mobile devices.
Parallax-JS This library also depends on jQuery, but maybe a little more minimal in it, and a little easier to implement.
jparallax Also jQuery is managed like Parallax-JS, but it offers a few more options for setting effects.
Super Scroll Orama Also a jQuery plugin (sensing a theme yet?) The scroll library effect is just animation and offers interesting options with this in mind.
If you want even more information about this list of textbooks / libraries .
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