The siren of an approaching police car will sound at a higher pitch, the light of an approaching star will be shifted towards blue and a passing supersonic jet will create a violent thunder. What do these phenomenon have in common? All of them are a result of the Doppler effect. To understand how it arises, just take a look at the animations below.
Stationary Source: The waves coming from the source propagate symmetrically.
Subsonic Source (moving below sound speed): Compression of waves in direction of motion.
Sonic Source (moving at sound speed): Maximum compression.
Supersonic Source (moving beyond sound speed): Source overtakes its waves, formation of Mach cone and sonic boom.
(Pictures taken from http://www.acs.psu.edu)