How do singers make their voice overlap?

For example, go on www.grooveshark.com and search for Sugarland's song
Settlin. Listen starting at 2:35 as Jennifer Nettles is singing, her
voice is still carrying on from the words she sang prior to beginning
the chorus, eves as she starts to sing the chorus itself. How is the
effect done? Not auto tune I wouldn't think... is it two separate
tracks that are mixed together in the studio??

Sugarland also does this real good in their song Already Gone. There's
at least 3 voices overlapped in the end of that song. 2 instances of
Jennifer's voice, plus Kristian Bush's voice. Jen starts at 3:17, and
Kristian comes in at 3:17.

I'm sure other bands do it, I was just listening to Sugarland and
wondered how they do that/

Can this effect be done at a live show? I don't ever recall having
heard it live before.

Thanks in advance