In behavioral psychology, chaining (as used in a response chain) involves the reinforcement of individual responses occurring in a sequence to form a complex behavior. In behavioral research it is used frequently for training the behavioral sequences (or behavior "chains") that are beyond the current repertoire of the learner. In practical usage this is the procedure that is used for training multi-step behaviors.
For example could be training an intellectually disabled person the steps involved in using the city bus system; waiting for bus, entering, paying the appropriate fare, finding a seat, and getting off at the correct stop. An easy task for a normally intelligent individual but a complex, multi-step task for someone of below-average intelligence. The terminology involved in field of research is generally attributed to B.F. Skinner, (hyperlink?) a research psychologist that worked for Harvard University in the 1930's.