The em dash (—) is the long dash used to set off a phrase or mark a break in a sentence. It is longer than a hyphen (-) and an en dash (–).
Windows
Hold Alt and type 0151 on the numeric keypad.
Mac
Press Option + Shift + hyphen.
Phones
Press and hold the hyphen key on the keyboard to reveal the longer dashes.
Facts to verify: Alt+0151 and Option+Shift+hyphen on current OS versions.