Some of our themes such as Method has this feature built in. See here for more.
For themes that do not have this feature, it is easy to use tags to categorise your posts then create a page link in the menu for that particular tag.
Creating a link like http://yoursite.tumblr.com/tagged/photography would show all posts tagged as #photography
See more here about creating pages and links http://www.tumblr.com/docs/en/pages