In games physics engines, what is is “tunneling”?

I have recently had an issue where sometimes a collision would not be detected. Someone told me that maybe I had an tunneling issue.

In the context of game development using physics, what is tunneling?

This is a low-ball question; I realized when suggesting someone that maybe they had that issue that we did not have a clear explanation around about what the issue was, so this question is meant to help users explain things with fewer words.