UNION vs. UNION ALL in SQL Server

Sometimes there is a need to combine data from multiple tables or views into one comprehensive dataset. This may be for like tables within the same database or maybe there is a need to combine like data across databases or even across servers. I have read about the UNION and UNION ALL commands, but how do these work and how do they differ?

UNION and Duplicate values

Performing union data with null values

Implicit Conversion

Union Forcing Distinct

The use of union would seem to force a distinct in each of the select statements being unioned. The use multiple unions, with mixed union and union all clauses, seems to cause haphazard results.

Combining union and union all