Hydrogen Bond is formed between two molecules or more, at least one of them containing Hydrogen.
Whenever H forms polar covalent bond with any other element more electronegative than it (like O and F), say O, then in the bond, oxygen attracts the sharing pair electrons strongly towards its more powerful and positively charged nucleus. Thus the shared pair of electrons moves slightly towards O and slightly away from H. Thus in the H₂O molecule formed, H acquires partial positive charge (δ⁺) and O acquires partial negative charge (δ⁺).
This happens in all H₂O molecules. So when there are two or more H₂O molecules near each other, the partially negatively charged O of one molecule weakly attracts the partially positively charged H of other H₂O molecule.
This weak force of attraction between partially positively charged H of one molecule and the partially negatively charged atom of other molecule (of same type as first) is Hydrogen Bond.
Finally, we can say that H-Bond is a special type of Polar Covalent Bond.
Also, H-Bond is denoted by dotted lines (.................)