Recently, we have had lots of requests dealing with the Kitchener Stitch. This is when you take two sets of live stitches and weave or graft them together. It is mostly used when you finish the toe of your socks.
Lord Kitchener developed this technique. According to Wikipedia "The knitted sock patterns of the day used a seam up the toe, that could rub uncomfortably against the toes. Kitchener encouraged British and American women to knit for the war effort, and contributed a sock pattern featuring a new technique for a seamless join of the toe, still known as Kitchener stitch. "
Knitty.com has a great tutorial. I like this one for her pictures, thorough explanation, and also the pointing out that garter stitch kitchening is different than that for stockinette. If you prefer a you tube tutorial, Knit Witch has a good one.