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Fly fishing requires more knots than most other forms of fishing where, generally, if you can tie your line to the hook you are golden. In fly fishing, you need to connect your backing to the reel, then you need to connect the fly line to the backing, then the leader to the fly line, then the tippet to the leader, and then you can tie your fly on the end of the tippet. In the instructions for each knot, you will see why each one is vital for a specific purpose. It is important to be able tie all of these knots, however, it is not necessary to memorize all of them. I will explain the hows and whys of each knot and a little practice goes a long way. There are several more knots that you can add to your arsenal, but the ones I have here will do just about everything required for fly fishing. Most of these knots I've learned from a handy tool called The Fisherman's Ultimate Knot Guide by J.E. Sherry. The man who taught me to fly fish insisted I purchase this folding, light weight knot guide and it has been in my vest for years. Get one, you'll thank me later.
 
The Arbor Knot The Arbor Knot is used to connect your backing to your fly reel, or arbor, thus the name. This is a very simple knot. Pass the backing around the arbor of the reel and tie a basic overhand knot near the end. Now, tie a second overhand knot a little further down the line with the knotted end running trough the loop of the knot. Make sure both knots are tightened. The knot you just tied will prevent the first one from passing through it. 
The Surgeon's End Loop
The Surgeon's End Loop is a great way to add a strong end loop to your leader. It is made exactly like the surgeon's knot, except that instead of having two separate lines, you have one looped back on itself. This may not be as straight and uniform as the Perfection Loop, but it is very strong. Just make an over hand knot with your loop, and then pass it through a second time. Remember to lubricate the knot before tightening and trim the tag end.  The Albright Knot
The Albright Knot is very similar to the nail knot. It is also used to tie together two different diameter pieces of line. It is generally used to connect the fly line to the backing, but some people also use it to replace the nail knot in connecting the leader to the fly line. It is easier to tie than the nail knot, and I have read that it is stronger too. Make a loop with the bigger line and pass the thinner line through that loop (fig. 1). Now wrap that thinner line around itself and the ends of larger line 10 times (fig. 2). Finally, pass the end of the smaller line through the loop again, making sure it is the same side of the loop that it entered. Lubricate the knot, tighten and trim the tag ends (fig. 3).  The Nail Knot
The nail knot (sometimes referred to as the tube knot) is the traditional method of connecting your leader to your fly line. It is used primarily in attaching two lines of different diameters and is preferred because the knot is very uniform. It can also be used to attach your fly line to your backing. You need a nail to hold between your fly line and your leader (fig. 1). Wrap the tag end of your smaller line 6 times around the two lines and the nail moving towards the end of the larger line (fig. 1). Now push the tag through the space created by the nail that you are removing (fig. 2). Pull the tag and standing ends of the smaller line to tighten. Trim the tag ends. you can add a little Pliobond or Aquaseal to the knot to help secure it and to allow it to travel through your guides more smoothly. I warn you now, this is not an easy knot to tie. I recently picked up the Tie-Fast Knot Tyer (see my review here) and it makes this knot a breeze. Get one, you will thank me later.  The Perfection Loop
The perfection loop is a great knot to use when you want to create a small loop at the end of your leader. This loop is not only strong, but it also is in line perfectly with the standing line of the leader which will help keep casting as smooth as possible. Like in figure 1, make a loop. Now bring the tag around again and make a second one. Again, bring the tag end around, but instead of making a loop, lay it between the two loops you already made (fig. 3). The last step is to pull the bottom loop through the top one. Lubricate before tightening and trim the tag end.
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