HDR stands for "high dynamic range" photography. It is a technique that allows the full range of light to be shown in one photo. It involves taking a series of photos at different exposures. The best technique is to take 5 at least exposures in Aperture Priority from two stops underexposed to two stops overexposed. The exposures are then combined in a computer program, of which several are available. The results can be stunning. See the photo below and some web sites.
1. Stuck in Customs HDR Photography
2. Photomatix from HDRSoft -- This is the software used to create HDR photos.
3. Charleston photographer Steven Hyatt has done a series of photos of the churches of Charleston.
4. The HDR Image -- gallery, tutorials, and more

Kiawah Island marsh scene (HDR photo by J. Kotz)