Preamble:

Quantum Electrodynamics gets a lot of good press, what with Feyman's excellent book describing the theory, and in classical electromagnetism Maxwell's theory soaks up most of the acclaim, leaving this intermediate theory sadly overlooked. All it essentially is is a 'tidying up' of Maxwell's theory which fits in better with the Special Theory of Relativity - there is no genuinely new science being uncovered. However, there is a very attractive neatness to it, and it provides the simplest example of what it means to unify fields in Physics.

What follows is a mathematical discussion of how to create a new field from the electrical and magnetic fields, and a new formulation of the associated physical laws. To reduce the length of this write up, I'll assume you know about the Maxwell theory already.

Apology:

The displayed equations below look horrible when set in HTML. I tried my best to make it look readable, but if you're getting confused, it might make more sense if you write the equations out again by hand.

The Theory:

Let's start with the electromagnetic force law given by the Lorentz Equation:

ma=qE + qv×B

or mai=eEi + qεijkvjBk, using the summation convention. We seek a relativistic form of the equation: clearly it should be a four-vector equation, although there is no four dimensional form of the cross product of 3-vectors, and no obvious time components for possible Eμ, Bμ four-vectors. Instead, note that the v×B term is linear in v, and given that the time component of the velocity four vector is a constant, the addition of the E leaves the equation still linear in four-velocity. From this viewpoint, the simplest generalisation of the force equation is:

maμ=qFμνvν

"what's with the raised indicies?"

For some tensor (look up the quotient theorem if dubious) Fμν. Looking at the Lorenz equation in component form, we can readily identify Fio=Ei and FijijkBk. This gives us most of the tensor:
 Fμν= (?   ?   ?   ? )
      (E1  0   B3 -B2)
      (E2 -B3  0   B1) 
      (E3  B2 -B1  0 )
The Lorentz Equation gives no information about the top row, but if we impose the condition of antisymmetry on the tensor (reasonable, since the lower right hand 3×3 block is), the top row becomes (0 -E1 -E2 -E3). The resulting tensor is known as the Maxwell Tensor.

This gives and extra component to the Lorentz Equation - it predicts the conservation of energy (LHS = rate of change of energy, RHS = work done by field = qEv).
Given this, let's try and express Maxwell's Equations in terms of this new tensor. Previously:

    diEi = ρ/ε0
    εijkdjEk = -d0Bi
    diBi = 0
    εijkdjBk = μ0ε0 d0Ei + μ0ji
with dρ meaning partial derivative with respect to xρ (so d0 meaning partial derivative with respect to time, since t=xo).
Looking at the last of these first, we have (noting that units have been chosen such that μ0ε0=1):
    εijkdjBk-d0Ei=djFij-d0Fi0=djFij+d0Fi00ji.
In SR, the rule is that lower spatial index <-> upper spatial index keeps same sign, whereas upper time index <-> lower time index changes sign.
Guessing the relativistic form:
    dμFνμ= -dνFμν= -μ0jν,
this gives an extra equation
    dμFμ0=diFi0=-diEi=-μ0j0
which gives us back the first equation if j0=ρ.
The other two equations are best approached from a slightly different angle: first define a new tensor Gμν=½εμνρσFρσ (usually called the dual field strength tensor). It has compnents:
(0  -B1 -B2 -B3)
(B1  0  -E3  E2)
(B2  E3  0  -E1)
(B3 -E2  E1  0 )
Then
    dμGμ0=diGi0 = ½εi0ρσdiFρσ = ½εi0jkdiFjk= ½εijkdiFjk= ½div B=0
gives one of Maxwell's equations, and
    dμGμi = djGji+djGj0
    = ½εjiρσdjFρσ+½εj0ρσd0Fρσ
    = ½εjik0djFko+ ½εji0kdjF0k+ ½εj0ikd0Fik
    = ½εijkdjEk+ ½εijkdjEk+ ½εijkd0Fij
    = εijkdjEk+d0Bi,
which is zero by the remaining equation; so we have dμGμi = 0 and dμGμ0 = 0. Then Maxwell's equations can now be summarised as:

dμFμν = -μ0jν
dμGμν = 0

which after all the hellish notation above looks quite elegant.

Meaning what?

Once you have adopted Special Relativity, the notion of four dimensional space, and four-vectors, must become fundamental to all other physical theories you wish to describe. The three-dimensional notions of E and B fields are now no longer valid, but by some seemingly remarkable stroke of luck these two fields can be put together into a single matrix field which behaves properly under Lorentz Transformations. Even better, when Maxwell's Equations are expressed in terms of this tensor, they come out in a much neater from (which reveals symmetries which were previously not clear) - eg. now it becomes clear why the time derivative of one field always occurs in connection with the curl of the other.
As I was saying above, while this may all look far from simple, it is the simplest example of how ideas in Physics can be simplified by adding another dimension.

I want more pain:

Read about the vector potential and the stress-energy tensor.