Puff pastry, called that because of its puffed-up appearance when baked is made from layers of rolled-out dough topped with butter (or other fat) then stacked together. The fat between the layers steams as it is baked and creates light, flaky layers. Puff pasty has countless uses including crossaints, napoleans, and even savory pastry sticks.
This fine pastry is very time consuming to make but very good pre-made versions are available in the frozen foods section of most grocery stores. Experiment with different brands because some are better than others. Also, see quick puff pastry as another option.