Mobile applications (a.k.a., apps), which facilitate a large variety of tasks on mobile devices, have become indispensable in our everyday lives. Accomplishing a task may require the user to navigate among various apps. Unlike Web pages that are inherently interconnected through hyperlinks, mobile apps are usually isolated building blocks, and the lack of direct links between apps has largely compromised the efficiency of task completion. In this paper, we present the first in-depth empirical study of inter-app navigation behaviors of smartphone users based on a comprehensive dataset collected through a sizable user study over three months. We propose a model to distinguish informational pages and transitional pages, based on which a large number of inter-app navigation are identified. We reveal that developing 'tunnels' between of isolated apps has a huge potential to reduce the cost of navigation. Our analysis provides various practical implications on how to improve app-navigation experiences from both the operating system's perspective and the developer's perspective.