Side Panel Filter/Navigation

I am building a site that has many items to display. These items are all different types, sizes, cost etc. What I am looking to do is use something along the lines of the side panel filter/navigator that you see at the Grainger.com and several other sites I have visited. It is what we used to call a “drill down” approach to finding a specific product or class of products.

Not sure I even know what to search for because none of my searches have returned what I am looking for. So if anyone can point me in the right direction I would be appreciative.

Thanks