Usually, it's a function that calculates one result itself, and calls itself to get the rest of the results.
For example, to get all positive numbers less or equal to 3, the function says, "One result is 3, and the rest of the results are all positive numbers less or equal to 2. Let's call myself with 2 and add that result to the one I calculated."
Of course, recursive functions need to be careful to have an "end condition" or they will never return a result. In the case of this example, the end condition would be when the function is called with 0, it should just return 0.