Most people are familiar with the sound of the siren on a passing fire engine. The characteristic change in pitch as the siren first approaches, and then recedes, is due to the Doppler effect. The effect helps meteorologists collect information about the currents of air in the atmosphere, allows astronomers measure the motion of distant stars, and provides police with a method to monitor your speed on the highway.
One way to visualize the physics of the Doppler effect is to imagine standing by a sidewalk and counting the people that pass by. The people, in this case, represent the waves of sound that your ears detect.
Suppose there is a steady stream of foot traffic, let's say 10 people pass you by every minute. If you were to start walking with the traffic, you would count less than ten pedestrians passing you by each minute. As you increased your speed, you would gradually count fewer and fewer people passing as you approached the speed of the traffic flow. Alternatively, if you were to walk in the opposite direction of the traffic flow, you would count more people passing you per minute as your speed increased.
Imagine now that the steady stream of pedestrians walked at the same pace as in the example above, only this time they are on one of those moving airport sidewalks. If you stand on the moving sidewalk and count the people passing by, you would again find 10 people passing per minute. If you were to stand on solid ground next to the moving sidewalk, you would count more than 10 people passing by each minute (this, in fact, is why they have those things in airports, they help get more people through the terminal per minute). If you wanted to, you could calculate the speed of the sidewalk from the increased frequency of the people passing you by.
The folks on the sidewalk are much like sound waves traveling through the air. If you move toward a sound source, such as a siren, you hear a higher pitch (because the waves pass you by more frequently) than you would if you move away from a sound source. Of course, when you hear the rise and fall of a fire engine siren, you aren't moving at all, it's the sound source that's moving (it's like the people on the moving sidewalk). The interesting thing is that it doesn't matter whether it's the sound source or the person who hears it that is moving, the Doppler effect is the same either way.