In the first three years of running, the four RHIC experiments have collected a rich set of high quality data on nuclear collisions over a wide range in collision energy and system size. The data allow a systematic study of the evolution of the collision system from the initial state to the final freeze-out of hadrons. The measurements show convincingly that in Au+Au collisions at the highest RHIC energies, a dense, interacting medium is formed early on. In this paper, some of the key measurements are described that have revealed the unique and sometimes unexpected properties of this medium.