Lox is brined, smoked, and very thinly sliced salmon that's often served with cream cheese on bagels. You can almost always find lox at traditional delis in large cities; it's the pink, slimy stuff next to the cold cuts.
There are many different kinds of lox, all of them first cured in brine (a marinade of salted water), and most of them then lightly smoked. Bagels and lox is a speciality of most Jewish delicatessens, which is fitting since the word lox comes from the Yiddish laks, or "salmon." It shares an Indo-European root with the Scottish and Scandinavian word for lox, gravlax.