Like Andrew said, it's a classic many-to-many relation. In logical data model you have two entities: A and B. One A can have (contains, is associated with, etc) multiple B's, and B can have (contains, is associated with, etc) multiple A's. When converting logical data model to phisical data model, entity A becomes a table with PK, entity B becomes a table with PK, relation "many-to-many" between them also becomes a table with two foreign keys; one referencing table A and one referencing table B.

This is a perfect example: many to many relation between Product and Order