In Ham Radio we're allowed to make two-way contacts with other Hams world-wide -- and across a relatively wide range of frequencies (not just one as with commercial stations). These frequency "bands" have different properties.

Radio signals have a range that is governed by a number of geophysical properties; among them, the frequency the signal is transmitted on, the number of spots on the face of the sun (sunspots), the relative opacity of the ionosphere and daylight/darkness between the stations at each end of the contact.  Because of these variables, some frequency bands are useful for local communications, some for mid-range and some for long-distance communications -- at different times of the day, season and year.  This is NOT an issue of governments, licenses or regulations -- it's just the way that radio works.

I once heard radio explained this way:

To understand radio, you first have to understand telegraphy (wired communications).  Imagine a long dog that reaches from New York to Chicago (a very long dog!).  If you step on his tail in New York, he barks in Chicago.  That's telegraphy.

Radio is the same thing without the dog.

Above HF comes VHF (for "Very High Frequency") and then UHF (for "Ultra High Frequency").

Radio signals can be described by their wavelength and/or by their frequency; Hams use these methods interchangeably. Here are the bands currently allocated to the US Amateur Radio Service: