The Neilah service consists of some opening prayers, the Amidah, the cantor's repetition of the Amidah, Avinu Malkenu ("Our Father, Our King"), a declaration of our faith, the sounding of the Shofar, and some closing prayers.

Neilah means "closing the gate." As the awesome day of Yom Kippur comes to a close, and our future is being sealed, we turn to G-d to accept our sincere repentance and new resolutions, and ask that He seal us in the Book of Life, granting us a new year replete with goodness and happiness. The Ark remains open for the entire Neilah service, signifying that the Gates of Heaven are wide open to our prayers and entreaties.
Closing Prayers

The apex of the service, the emotional peak, is when we pronounce, in unison, three verses proclaiming G-d as our G-d.
First we recite the Shema -- "Hear O Israel, the Lord our God, the Lord is One." It is written that when we recite this verse, every Jew should have the intention of giving up his or her soul for the sanctification of G-d's name, and this intention will be considered as if we have indeed withstood the test to sanctify the Divine Name.

Then we recite the next verse -- "Blessed be the name of the glory of His kingdom forever and ever" -- three times, together. This is followed by the declaration of G-d's unity, "G-d - He is the Only G-d" -- first recited at Mt. Carmel by the prophet Elijah -- seven times, in the most ardent way. The shofar is then sounded, one long sound, and the Neilah service ends with the prayer:

"Next Year may we be in Jerusalem!"

Neilah
A Jew prays three times a day on weekdays. On Shabbat and Holidays, including Rosh HaShanah a fourth service is added (Mussaf) in memory of the additional sacrifices given on these days in the Temple in Jerusalem.

On Yom Kippur, yet a fifth service (the only day of the year with 5) is added. The extra service unique to Yom Kippur is called Neilah.
Neilah is said after Mincha as the sun is going down and  literally means closing (or locking) and refers to either the closing of the gates of the Holy Temple at the end of the day or it refers to the closing of the gates of prayer as Yom Kippur is ending .

The Neilah service contains stirring pleas that our prayers be accepted by G-d before Yom Kippur ends. The heavenly judgment inscribed on Rosh Hashanah is now sealed during Neilah. The chazan chants the service in a special melody designed to stir the emotions and bring the congregation to greater devotion.
There are a number of customs that have become well accepted in connection with Neilah. Usually the Rabbi or Rosh Yeshiva (head of Jewish studies school) or the Village Elder will speak before the Neilah service to inspire the congregants to pray more fervently. In many congregations he will himself lead the service instead of the cantor - again - expressing the hightened sence of urgency.

The Aron HaKodesh (Holy Ark that contains the congregation's Torah scrolls) is kept open for the entire service. Those able to stand up for the entire time, do so.
Selichot (prayers of repentance) are recited and Avinu Malkenu (Our Father Our King) is said even when Yom Kippur falls out on Shabbat.

Following Neilah, the shofar is sounded with one great and mighty long blast and the services conclude with the exclamations of Shema Yisrael - Hear Oh Israel and Next Year In Jerusalem - LeShana Haba BiYerushalayim...

when Neilah begins, we are not ready for the final shofar blasts. We still have one last chance to confess and return to Hashem. Rav Avigdor Nebenzahl shlit"a asks why verbal confession of sin (vidui) is an intrinsic part of the mitzvah of teshuva. Surely Hashem knows what we have done (even more than we do). Rav Nebenzahl suggests that people have a natural desire to look good, pure and innocent before others, and certainly before themselves. Verbal confession forces us to say, and hear ourselves say, that we were wrong. We have no excuses. We must change our ways. We know our faults. Hashem certainly knows them.

Neilah is our final chance to admit to Hashem and to ourselves that we are far from perfect. We must also take the final chance to take upon ourselves true commitments about what we will do to try to correct these imperfections. But we must be honest. We must remember that Hashem wants sincere teshuvah u'tefillah and commitment to do what we can do, and what we know in our hearts we must do. If we mean it, if we believe in our hearts and minds that we will do better, our prayers will make it into the gates before they lock.
As the Sephardi piyyut says, "May you merit long years, sons and daughters, with joy and gladness at the time of the locking of the gates."

We do not have to be perfect. Our hirhurei teshuvah- sincere thoughts of repentance- are our commitments. But they must be honest, and coupled with concrete steps. What will we do to be better? Neilah is a time for honest commitment and the most sincere, heartfelt prayers of the year. It is the time to pray like our lives are at stake. They are.

The Rambam (Hilchos Teshuva, 3:4) explains the message of the shofar as follows: "Awake, sleepers, from your sleep, amd slumberers from your slumber. Search your deeds, and repent, and remember your Maker...look to your souls and improve your ways and your faults..."

There is a custom to sound the shofar at the conclusion of the Neilah service on Yom Kippur. What is the meaning of this practice? Hasn't our judgment already been sealed at that point? What value, then, does an additional shofar blast add?
A possible answer can be found in the fact that the shofar sound is referred to as a "kol." Normally, the term "kol" is used in Tanach to signify a voice.

The Chafetz Chayim, commenting on the pasuk in Ki Savo (26:7): "Va'nitzak el Hashem Elokei avoteinu, va'yismah Hashem et kolenu..."- "Then we cried to Hashem, the G-d of our forefathers, and Hashem heard our voices...", observes that the pasuk does NOT say: "va'yishmah Hashem et TEFILATENU" - our prayers - but rather "KOLENU" - our voices. From here, the Chofetz Chaim learns that someone praying should raise his or her voice to maximize the likelihood of being answered by Hashem. So we see the term "kol" signifies a raised voice.
Elsewhere in Devarim, it is repeatedly stated that Hashem will punish the Jewish people for not listening to His "kol" (28:15), and rewarded for hearkening to his "kol." (28:1).

What is exactly meant by the "kol" of Hashem - the raised voice of Hashem? What is it that we are supposed to "hear" that might prevent the onset of punishment and bring us reward?
I think the answer, suggested in the Al Chet vidui of Yom Kippur, is that Hashem's "kol" is represented by the signals and messages He sends us (e.g., difficult life circumstances), which, if we "listen" carefully, can become a powerful force for positive change. However, if we remain obstinate - "al chet sh'chatanu lefanecha b'kashyut oref" ("For the sin that we have sinned before You with obstinacy") - and ignore the signs and messages of Hashem, we are culpable.

As such, the "kol" shofar at the end of Neilah serves as a dramatic reminder that it's not enough to hear the shofar on Rosh Hashana, and beat our chests on Yom Kippur, and then after the fast ends, return to our normal routines. No! Having reached great spiritual heights during Neilah, we must continue to "listen" carefully throughout the year to the signs and messages that Hashem will send us (the "kol" Hashem) to keep us on the right track (and not, c"v, ignore them).