Weekdays have three services. Shabbat and Yomtovim have four. Yom Kippur is the only day of the year with five. The extra service is Neilah, prayed at the end of Yom Kippur as the sun is setting. Neilah means closing.
There are two views in the Talmud as to what is or was closing at this time. The first is that it refers to the Temple gates that were closed at the end of the day.
The second is that it is the gates of heaven that are closing as daylight fades (Yerushalmi Berachot 4:1). "Open the gates," our liturgy says, "For day is nearly past."
In the spirit of the seond view, the Neilah prayers are said with particular passion and urgency. They are the last opportunity to avail ourselves of the special grace of Yom Kippur.