The Dry Line
When it comes to severe thunderstorm and tornado development, the dry line is very important: it is best known in the Great Plains of the USA, where supercell thunderstorms initiate along it. It is similar to a front in that it separates two different air masses - however, instead of separating air masses of differing temperature, it separates air masses of different moisture content. The nature of the dry line means that it can only exist in a few locations around the world, with the Great Plains of the USA being the most prolific example. A similar example also occurs in northern India during the monsoon season, however. 
Cross-section of a dry line. It represents the boundary between warm, moist oceanic air and hot, dry desert air. The above diagram is representative of the Great Plains of the USA, which slope gently upwards towards the Rocky Mountains, to a height of around 2 km. 
Credit: University of Washington
As the above diagram suggests, in order for a dry line to develop, gently sloping topography needs to be present from east to west. As a mid-latitude cyclone passes through the area, it draws up southerly winds on its eastern flank (in the Northern Hemisphere). Using the Great Plains as an example, these southerly winds draw up moisture-rich air from the Gulf of Mexico towards Texas, Oklahoma, Kansas and Nebraska. However, a thousand kilometres or so to the west, winds around the cyclone take a more westerly component, drawing hot, dry air off the high desert regions of New Mexico, Arizona and Mexico. Since the surface slopes upwards, these western regions are likely to experience more of a westely wind component associated with high-level winds anyway. The dry line is simply the point at the surface where the moist air mass meets the dry air mass. The moist air mass actually has a relatively flat top as it is drawn up from the south, but this intersects the surface because it is sloping. 
The dry line acts as a focus for severe convection and is a region that forecasters always keep an eye on. The westerly winds at altitude advect the hot desert air to the east, towards central and western Oklahoma, where it generates a temperature inversion above the warm, moist air mass close to the surface. This is known as a "cap" on convection, since it prevents unstable air from rising from the surface. It is only when the cap has been eroded away (either by warming at the surface, or by the movement of the dry line), that covection can occur. 
Two soundings, taken at 0000Z in Oklahoma City (east of the dry line) and Amarillo (west of the dry line). The Amarillo sounding shows a hot, dry, well-mixed boundary layer, while the Oklahoma City sounding shows a moist boundary layer, capped by a temperature inversion (indicating the start of the hot desert air). 
Credit: NOAA/NWS.
At the dry line, the hot desert air mixes with the moist airmass. In the desert air, convection is readily occuring, with air parcels rising from the surface to the top of the boundary layer (at around 550 hPa in the above case) - although no clouds form, as the air is so dry. When it mixes with the most airmass, suddenly most air at the surface is able to rise through the hot, desert air, with no temperature inversion. Therefore, convection initiates and thunderstorms can develop, which can sometimes be severe, given the right wind conditions. The dryline is also the region where there is surface convergence between winds with an easterly compenent east of the dry line and winds with a westely component west of the dry line: this convergence alone can promote convection.
A key feature of the dry line is that it has a diurnal cycle of movement: during the day, it moves east and at night it moves back west again. This is most prevalent during calm synoptic conditions.
1) As the Sun rises, areas behind and close to the dry line heat up faster than regions in the moist air mass. This is often a result of an increase in cloudiness and soil moisture content in the moist air mass - in general, moist air heats up and cools more slowly than dry air. Therefore, less insolation is required for convection to initiate just east of the initial dry line position.
2) This convection brings down high momentum air towards the surface (as well as dry air), usually with a westerly component. Therefore, the position of the dryline moves eastwards, as the westerly momentum helps the dry air to advance.
3) Eventually, the surface heating will become insufficient to generate convection, and so propagation slows and eventually stops.
4) At this point, the moist air mass may move westwards as a density current (cold front), since it is cooler than the dry airmass - since the dry airmass cools faster, it will ultimately become colder through the night. Westward propagation continues as the moist airmass is reinforced by further moisture transport from the south overnight, allowing it to mix its way west. 
Surface chart showing a dry line over Texas and Oklahoma in April 2008. Behind the dry line, winds come from the west, whereas ahead of the dry line, winds come from the south or south east. 
Convection initiating along the dry line in Kansas. 
From the GOES-14 satellite.