Yes, and...

"Yes, and" is a teaching tool for one of the basic improvisational theater techniques - repeat and agree. It's a way of keeping the scene going by not saying "no".

Like this:

You: The sky sure is orange today.
Me: Yes, the sky is orange - and there are a lot of pink elephants up there.
You: Yes, I noticed those pink elephants. And they're all flying west.

And so on. Building a picture in the audience's mind, one piece at a time. As a training aid, beginners are instructed to always use the words "Yes, and" as they build the scene.

Repeat and agree is essential to improv, because saying a flat "no" gives your partner nowhere to go and shuts down the creative flow:

You: The sky sure is orange today.
Me: Looks blue to me.

There are ways to say "no" in improv, of course, but that comes later. Eventually, the technique gets ingrained so you don't have to actually say "Yes, and". Like this:

You: The sky sure is orange today.
Me: Nice shade of orange. Goes well with all the pink elephants up there.
You: Sure does. Wonder why they're all flying west today?

Anyway, I wrote all of this beacuse someone over at Metafilter pointed to a website of improv resources, which is called yesand.com. And now you know why.