Adding To A List Using DOM

This code does not work. I am trying to add items to a list using DOM. Most importnantly though, I am trying to understand the first part of this code because this code does it the way I want it to be done. (saw someone do something like this, and it works well for them).

$("ul.listname").each(function() {
$(this).append("<li>An Item</li>");
});

If anyone could supply a brief example of what HTML would need to be in the body to make this work (would only be like 3 lines I think), because I can't seem to wrap my head around this.