Visual Studio window which shows list of methods
I found how to turn the drop down on as shown in the first answer (@ChrisF):
Go to Options->Text Editor->(your language)
and tick "Navigation bar" in the display section.
Since Visual Studio 2012, you can view the outline ( fields and methods) in the solution explorer by expanding the node corresponding to your file .
There's a drop down just above the code window:
It's called Navigation bar and contains three drop downs: first drop down contains project, second type and third members (methods).
You can use the shortcut Ctrl + F2 (move focus to the project drop down) and press Tab twice (move focus to the third drop down) to focus it, down arrow will expand the list.
Full size image