Table of contents in the IPython Notebook. At the moment I simply use a custom menu CSS style in a markdown cell. The menu is always fixed and I can easily navigate. But you have to write the contents yourself.

ipnb_table_of_contents.ipnb

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   "cells": [
    {
     "cell_type": "raw",
     "metadata": {},
     "source": [
      "The code, which you shoul mark as markdown cell to achieve the nice green menu on your right"
     ]
    },
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     "cell_type": "code",
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     "input": [
      "Custom menu CSS style in a markdown cell \n",
      "<style>\n",
      "    #menu {\n",
      "        position: fixed;\n",
      "        right: 0;\n",
      "        top: 50%;\n",
      "        width: 15em;\n",
      "        margin: -2.5em 0 0 0;\n",
      "        z-index: 5;\n",
      "        background: hsla(80, 90%, 40%, 0.7);\n",
      "        color: white;\n",
      "        font: Georgia, \"Times New Roman\", Times, serif;\n",
      "        font-weight: normal;\n",
      "        font-size: 100%;\n",
      "        text-align: left;\n",
      "        border: solid hsla(80, 90%, 40%, 0.5);\n",
      "        border-right: none;\n",
      "        padding: 0.5em 0.5em 0.5em 2.5em;\n",
      "        box-shadow: 0 1px 3px black;\n",
      "        border-radius: 3em 0.5em 0.5em 3em;\n",
      "    }\n",
      "    #menu li { margin: 0 }\n",
      "    #menu a { color: inherit }\n",
      "\n",
      "    /* Make menu absolute, not fixed, on IE 5 & 6 */\n",
      "    #menu { position: absolute }\n",
      "    *>#menu { position: fixed }\n",
      "    \n",
      "    ol.nested\n",
      "    {\n",
      "        counter-reset: item\n",
      "    }\n",
      "    li.nested\n",
      "    {\n",
      "        display: block\n",
      "    }\n",
      "    li.nested:before\n",
      "    {\n",
      "        content: counters(item, \".\") \". \";\n",
      "        counter-increment: item\n",
      "    }\n",
      "</style>\n",
      "\n",
      "<ol class=\"nested\" id=\"menu\">\n",
      "    <li class=\"nested\"><a href=\"#item_1\">item 1</a></li>\n",
      "    <li class=\"nested\"><a href=\"#item_2\">item 2</a>\n",
      "        <ol class=\"nested\">\n",
      "            <li class=\"nested\"><a href=\"#subitem_1\">subitem 1</a></li>\n",
      "            <li class=\"nested\"><a href=\"#subitem_2\">subitem 2</a></li>\n",
      "        </ol></li>\n",
      "    <li class=\"nested\"><a href=\"#item_3\">item 3</a>\n",
      "</ol>"
     ],
     "language": "python",
     "metadata": {},
     "outputs": []
    },
    {
     "cell_type": "markdown",
     "metadata": {},
     "source": [
      "Custom menu CSS style in a markdown cell \n",
      "<style>\n",
      "    #menu {\n",
      "        position: fixed;\n",
      "        right: 0;\n",
      "        top: 50%;\n",
      "        width: 15em;\n",
      "        margin: -2.5em 0 0 0;\n",
      "        z-index: 5;\n",
      "        background: hsla(80, 90%, 40%, 0.7);\n",
      "        color: white;\n",
      "        font: Georgia, \"Times New Roman\", Times, serif;\n",
      "        font-weight: normal;\n",
      "        font-size: 100%;\n",
      "        text-align: left;\n",
      "        border: solid hsla(80, 90%, 40%, 0.5);\n",
      "        border-right: none;\n",
      "        padding: 0.5em 0.5em 0.5em 2.5em;\n",
      "        box-shadow: 0 1px 3px black;\n",
      "        border-radius: 3em 0.5em 0.5em 3em;\n",
      "    }\n",
      "    #menu li { margin: 0 }\n",
      "    #menu a { color: inherit }\n",
      "\n",
      "    /* Make menu absolute, not fixed, on IE 5 & 6 */\n",
      "    #menu { position: absolute }\n",
      "    *>#menu { position: fixed }\n",
      "    \n",
      "    ol.nested\n",
      "    {\n",
      "        counter-reset: item\n",
      "    }\n",
      "    li.nested\n",
      "    {\n",
      "        display: block\n",
      "    }\n",
      "    li.nested:before\n",
      "    {\n",
      "        content: counters(item, \".\") \". \";\n",
      "        counter-increment: item\n",
      "    }\n",
      "</style>\n",
      "\n",
      "<ol class=\"nested\" id=\"menu\">\n",
      "    <li class=\"nested\"><a href=\"#item_1\">item 1</a></li>\n",
      "    <li class=\"nested\"><a href=\"#item_2\">item 2</a>\n",
      "        <ol class=\"nested\">\n",
      "            <li class=\"nested\"><a href=\"#subitem_1\">subitem 1</a></li>\n",
      "            <li class=\"nested\"><a href=\"#subitem_2\">subitem 2</a></li>\n",
      "        </ol></li>\n",
      "    <li class=\"nested\"><a href=\"#item_3\">item 3</a>\n",
      "</ol>"
     ]
    }
   ],
   "metadata": {}
  }
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