A basic Automotive type relay consist of an electromagnetic coil between two post. When the electromagnet is energized, it closes the connection between two other post to allow current to flow to an attached device. When current is switched off to the coil the connection is broken when the contacts return to the normally open position. Relays are used to control higher amperage devices with a small amount of current (amperage). One advantage of this arrangement is to keep larger wires and higher amperage devices under the hood, in an automobile for example. The higher amperage devices can be controlled through the relay with a small amount of current passing through small wires and light duty switches in the passenger compartment. This is a safety factor as it lessens the chance of an electrical fire in the passenger compartment. A relay can be normally open or normally closed and can be used to power on or power off an attached device. Watch the video to illustrate the operation of a typical relay.
Video: "How automotive type Relays work"
The Electrical Depot.com carries mechanical relays with moving contacts, as well as solid state relays, which have no moving parts, and are extremely vibration resistant, making them ideal for heavy duty equipment.