What is an example of the Doppler effect?

An example that is often given to illustrate the Doppler effect is the rising and falling tone of a train. The effect is most obvious if the train blows its horn as it approaches, and then passes by a stationary observer next to the tracks.

As the train approaches, the horn generates compression waves that arrive closer and closer together, as heard by the track-side observer. As the train recedes into the distance, the compression waves stretch out, producing a gradually falling tone. The horn's normal tone is only heard as the train passes directly in front of the observer.