Bails are two small wooden cylinders that sit on top of the three stumps to complete the wicket. A batter is only out if a ball or a player knocks these pieces completely off their perch.
Example: The ball grazed the stump, and the bails fell to the grass to signal a dismissal.
Pro-Tip: Modern professional games use ‘Zing’ bails that flash bright red lights the instant they lose contact.