High Dynamic Range, usually shortened to HDR, sounds like it could apply to anything. Maybe it can, but I'm going over how it can related to digital photography. A few people have asked questions about some of my HDR's and how to get their distinct look.
Try searching HDR tutorials, it only totals about 1 million hits. Is mine gonna be any different?
You bet ya -- this isn't a tutorial at all! No screenshot 'walk-through' here.
What is it about HDR photos? How do I make them? Where do I run into problems?
(Short version is near the bottom)

That is where HDR comes in.
Unlike our eyes - cameras can have manual control of the exposure. A neutral exposure on camera is aimed to be as close to having everything evenly exposed in your frame. Exposure values are measured in fractions of 1/2 or 2/3's. Negative means darker than the normal even exposure at zero, and positive values indicate overexposure. HDR photos are made (in my case usually) with three photos taken within a second of eachother. With each photo exposed at -2EV (read as: minus two exposure value) 0EV and +2EV. It would be like having one instant where you see a scene with sunglasses on, then off, and then a painfully bright pupil dialation. Like the kind you get at the eye doctor after an exam when you get a soccer ball in the face, and it mishapes your pupils.
There are a variety of tools these days for making 32-bit HDR images with automated software. Try the trial version of Photomatix if you are interested in trying some HDR processing. What else is necessary? Considering the less your camera moves between each exposure (we are talking microns here) the better, bring a tripod. Control your camera in aperture priority mode (why? more on that below), also bring a tripod! Remote controls or shutter releases are great, and set it to manual focus. Most DSLRs are set up to do "auto exposure bracketing". Read your camera's instructions to figure out how to get the desired exposure values (-2EV, 0EV, +2EV) and fire away. Dont forget to bring a tripod, not sure if I was unclear about that.

Where do I run into problems? Well if your camera is moving, even ever so slightly, it will show in the final image. Unless you dont care for the whole 'sharp' or 'in-focus' thing in your scenic photo, this is a big deal. Unfortunately even a still lake usually moves too fast for sharp HDR imaging, if your especially sluggish - clouds can get the best of you. Thats right - sometimes the clouds move too fast for me! Moving objects, water and effects of wind can all affect the final quality of your HDR. So keep that in mind.
In short, HDR has a distinct look because it compresses the dynamic range of a scene, and makes it viewable on a digital screen as an 8bit photo. It does this by taking multiple images, merging them together choosing only the best exposed parts of each, ignoring blown highlights and shadows. In this Herbert Lake Photo (Banff, AB) a regular photo towards the bright sunset would have the dark dark lake bottom totally black and lacking detail. This photo will show you both in detail.
Still interested? Got some photos to get started on? Try wading through google and its one million results for HDR tutorials. Good luck, and I would love to see some of your HDRs especially if this post helped as inspiration or information.
Till next time!