Via the (new) legal writer and Lawyerist blogs, here is a fantastic piece on the history, use, and common misuses of the em dash by Matthew Salzwedel titled The Enigmatic Em Dash.

Mr. Salzwedel writes that for those who have Mac with Word, you can insert an em dash by simultaneously pressing the Option + Shift + Hyphen keys. And Raymond Ward adds that PC users with Word can insert the em dash by holding down the Alt key while typing 0151 on the numeric keypad. (N.B. Don’t forget that in order for the numeric keypad to work, the Num Lock must be on!).