It can be found in almost any basic Stitch guide. In several books it is also known as Cordonnet Stitch. Do you remember that name from Lesson 19: Satin Stitch Outline?!
In Swedish it goes under the names of Snodda Förstygn or Förstyng med Kastsöm.
Obviously you start with a line of Running Stitches, then whip them with a thread of contrasting colour or texture:
Easier than easy!
On my Aida sampler I used a dull purple and pistachio green perle 8.
On this plain wool fabric, doodle lines of Running Stitches.
Whip them using a collection of fancy threads (from Oliver Twist's orange set) and chenille (from Art Fiber Endo of Kyoto).