I did it by using divs within a tab(layoutarea) and javascript to show/hide the divs. This works fine with relatively small data, but if your lists are very long and/or contains images it may take a while to load.
Another variation of this would be to use a div to house all links and manage scrolling properties so the height/width of the div doesn't change but the scroll is activated if needed.
You could also incorporate next-n-records logic with bind/ajax so it shows 10 records at a time. Ben Forta has a good example of this in volume 2 of his cf8 book. You can provide a prev or next button or a reference like 1-10, 11-20, 21-etc...
IF you want to do some ugly coding - tabs within a cflayoutarea may be possible. So in Tab1 you might have link lists a-e, f-m, n-s, t-z as sub-tabs.
Code:
cflayout type=tab
cflayoutarea title=tab1
cflayout type=tab
cflayoutarea title=a-e
cflayoutarea title=f-m
etc...
/cflayout
/cflayoutarea
/cflayout
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