During World War I, many countries started adjusting their clocks during part of the year. The idea was to try to adjust daylight hours in the summer to more closely match the hours that people are awake. During World War I, the goal was to conserve fuel by lowering the need for artificial light.
The United States and several other countries still use some variation on this system. In the United States, by an act of Congress, daylight-saving time starts on the first Sunday in April and ends on the last Sunday in October. Clocks are advanced one hour in the spring and moved back one hour in the fall ("spring forward, fall back" is a phrase many people use to remember this). You lose an hour in the spring and get it back in the fall.
During the winter, the United States is on standard time. During the summer, the United States is on daylight-saving time. Even though it's an act of Congress, some states (like Arizona) ignore it and don't have daylight-saving time. They are on standard time all year.
See WebExhibits: Daylight Saving Time to learn more.