gistfile1.rb

class H < Array
  def a
    reject {|i| i == :a}
  end
  
  def b
    select {|i| i == :b}
  end
  
  def c
    select {|i| i == :c}
  end
end

foo = H.new
foo << :a
foo << :b
foo << :c
puts foo.a.b.c # => NoMethodError: undefined method ‘c’ for [:b]:Array

gistfile2.rb

class H < Array
  def a
    reject {|i| i == :a}
  end
  
  def b
    new { select {|i| i == :b} }
  end
  
  def c
    select {|i| i == :c}
  end
  
  def new
    self.class.new yield
  end
end

foo = H.new
foo << :a
foo << :b
foo << :c
puts foo.a.b.c.inspect # => []

gistfile3.txt

class H < Array
  def a
    reject {}
  end
  
  def b
    select {}
  end
end

foo = H.new
puts foo.a.class.inspect # => H
puts foo.b.class.inspect # => Array

Behavior is on 1.8.7 and 1.9.2