Within every wheel is a component designed to slow it down on command. In many cases, this is either a disk brake or a drum brake. Both are designed to use friction to slow the spinning speed of the wheels (each brake individually handles one wheel) when the driver presses the brake pedal. In some cases, it can also be used in stability control. Modern cars with electric drive systems typically have electromagnetic brake systems referred to as regenerative braking.
Brake Fade
When brakes are used a lot and their effectiveness seems to be reduced every time, this is a condition called "brake fade". This condition can be reduced or even avoided completely by upgrading the brakes to a better design and/or material.
Vacuum-Assisted Brakes
Most modern braking systems have some kind of driver assistance built into the system. The system either has an electrically-powered vacuum pump, or a vacuum line which connects to the intake manifold. With both systems, the vacuum pulls in the same direction as the driver would when pressing the brake pedal. If you want to know how much your vehicle's vacuum assist helps you, push the pedal repeatedly with the engine off, until it gets difficult to push the pedal.
Pictured at the left is a brake fluid reservoir in front of the power brake booster, which has a vacuum assist line leading to the intake manifold (which means this system isn't electric). The brake fluid reservoir is the off-white plastic container, and the brake booster is the large black circle behind it which isn't completely visible. To the left of the reservoir you may see a yellow plastic circle with a black rubber hose leading away from it; this is the vacuum line which leads to the engine's intake manifold.