Location
Cadiz, Andalucia
Aged in bodegas in Jerez de la Frontera, Puerto de Santa Maria and Sanlucar de Barrameda (below)

Climate
Humid, despite low rainfall. Sunny and hot. Mediterranean.
Winds - from east (levante) hot, dry conditions; from west (poniente) cooler, more humid.
Soil
Albariza - white, water-retaining, over 60% chalk
Barros and Arenas soils are much less important, especailly in these days of reduced demand for sherry - many vines on these soils have now been grubbed up. However, Moscatel is grown in some arenas areas.
Grapes
Palomino, PX and Moscatel
Viticulture
Pruning - vara y pulgar (similar to Guyot)
Training - bush vine (en vaso) or head-pruned (trunk is trained into a knob at the top)
Yields - high - max 80hl/ha
Vinification
For Palomino, there are two distinct pathways - one for free-run juice and one for press wine. The below chart is a bit simplistic but the majority of the free-run juice will end up as fino and the majority of the press wine as oloroso-styles (i.e. matured without the influence of flor - see earlier post on flor). The relatively high fermentation temperature (28 C) is due to the fact that primary fruitiness and fermentation esters are not wanted.

For PX and Moscatel, the grapes are dried in the sun until they shrivel and become raisin-like. The high concentration of sugars means the fermentation stops naturally at about 5% abv, leaving 200-400g/l residual sugar. PX is fortified with mitad y mitad at around 54% abv and is aged oxidatively in a solera.
Styles
Fino - flor prevent the wine from oxidising; "salty", acetaldehyde nose and taste
Manzanilla - fino aged in Sanlucar de Barrameda - climate moderated by sea
Manzanilla Pasada - older than c.8 years - flor starts to die and wine oxidises
Pale Cream - fino sweetened with rectified, concentrated grape must (RCGM)
Amontillado Seco - aged first under flor (min 3 years), then oxidatively (usually by refortifying and moving to new solera, but sometimes by allowing flor to die away); "hazelnut" on palate
Blended Amontillado - sweetened using younger amontillados/fino/other
Palo Cortado - like Amontillado, aged first under flor then oxidatively; fuller-bodied; PC solera wine sometimes not under ullage
Oloroso Seco - aged oxidatively (without flor), sometimes for several decades; "walnut" on palate; although not aged under flor, may have some flor influence as flor forms on all sherry pre-fortification
Oloroso Dulce/Cream Sherry - sweetened oloroso (using PX or other)
PX and Moscatel - 15% abv, solera-aged
Trade/Legal
Bodegas de Crianza y Expedicion - shippng companies which dominate production, located in 3 main sherry towns (Jerez, Sanlucar, Puerto de Santa Maria)
VOS - average age at least 20 years old
VORS - 30 years
Also 12yo and 15yo
See also my post on fortified wine comparisons.
(Sources: WSET materials, The Oxford Companion to Wine)