The Escherian stairwell you explain it.

[Integral]

http://www.bitoffun.com/video_vault/escherian-stairwell.htm

 

[Simon Bridge]

It's this thing:
http://www.kickstarter.com/projects/1123493397/the-stairwell-project-building-a-modern-myth

 

[aimanislam]

This explains the use of vertical split screen:

 

[Simon Bridge]

I've seen one that does not use trick photography, where you can see all around the loop of stairs.
I think it was in a Peter Gabriel music video ages ago but I can't seem to find it.
It used steps that were not horizontal and required the actor to be careful with where he put his feet since, on part of the loop, he has to look like he's going up when he's going down.
The camera probably has to be placed carefully too to get the perspective right.

BTW: welcome to PF aimanislam :)

 

[Viracocha]

camera trick or they just put a loop that's made to look like a staircase when you go through it

 

[Danger]

I built one of those in my house. I chickened out half-way up, but then couldn't get back down. Good thing I had my cell phone in my pocket. Unfortunately, the downwash from the hellofacopter that airlifted me out caused a tornado in the stairwell and blew my roof off. Sometimes you just can't win...