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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.
 The Blood Knot
The blood knot, or barrel knot, is another knot that is used to connect a piece of tippet to the leader or for connecting two pieces of tippet. Like the surgeon's knot, you can have two pieces of tippet that are different diameters, but it is not advised to have large difference in diameters. So 4x to 5x is ok, but 4x to 6x is not recommended. This knot is harder to tie and not quite as strong as the surgeon's knot, but it is a little more secure and is smoother. Bulky knots definitely affect casting. Lay two lines on top of one another. Remember to wind each line 5 times around the other. The tag ends will go through the same space, but they should go through from opposite ends. The easiest way to tighten this knot is to lubricate with water or saliva, hold the tag ends in your teeth and pull the standing ends. Once the knot is secure, again pull all ends and trim the tags.
 The Surgeon's Knot
The surgeon's knot is a really easy and really strong knot to use when your are tying a piece of tippet onto the end of your leader or when you are tying two pieces of tippet together. It's also very effective in hand building leaders because it connects two lines of moderately different diameters very will. If one strand of tippet is much larger than the other, it will not hold well. The rule of thumb is stay within one size. In other words, you can attach 5x to 6x with a surgeon's knot, but avoid using it to attach 4x to 6x. Lay two lines on top of one another and form a loop. Now pull both lines through the loop twice - This is why the knot is sometimes referred to as the double surgeon's knot. Lubricate the knot with saliva and pull all the ends tightly. Trim the tag ends. For an equally strong and more secure knot, pass the ends through the loop a third time and you have the triple surgeon's knot.
 Improved Clinch Knot
This is probably the most popular knot in fly fishing for tying your fly to your tippet. It is very easy to tie and is relatively strong and secure. Make sure to wrap the tag end around the standing line 5-6 times. What makes this improved over the regular cinch knot is slipping the tag through the final loop (see fig. 4). I do not recommend using the cinch. The way I see it is if you're going to go to the trouble of tying this knot, why not just add the last step for security. Lubricate the knot with water or saliva before drawing the knot tightly. Trim the tag end close to the knot.  The Uni Knot
The uni knot, or Duncan Loop, is the knot I use to connect my fly to the tippet. I find it to be strong and reliable. The other great thing about this knot is that you can tighten the knot (see fig. 3) and leave space between the knot and the hook eye. This lets the fly have a little bit more natural action in the water. When a fish strikes and the hook is set, the knot then tightens against the hook eye. Don't take short cuts here. You may get away with 5 wraps, but any less and you may as well just toss your flies in the water because the knots wont hold. Practice the uni knot and learn early to be generous with the tippet. If you make your loop to small your going to drive yourself crazy. Wet the knot with water or saliva before you tighten it, otherwise you will stretch the tippet and you'll see it curl (and so will the trout.) Trim the tag end close to the knot.
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