Focus stacking is similar in principle to HDR. However, with focus stacking, images are captured with different focus points and later combined to create an image with more DOF than would be possible with a single exposure. Landscape and macro photography are two genres of photography that benefit most. -and-
Sometimes you are trying to capture a scene that is in focus from immediately in front of you to infinity.
A Beginners Guide
A Quick Guide Using Lightroom and Photoshop
A Focus Bracket App for Sony Cameras
How to Focus Stack Images
Focus Stacking in Landscape Photography
The Ultimate Focus Stacking Guide