How do Cockcroft-Walton generators step up voltage with capacitors and diodes?

[baconman71]

I found this generator online and I was wondering how this setup works.

http://en.wikipedia.org/wiki/Cockcroft–Walton_generator

How do the different stages up the voltage into dc? and just how do the capacitors and diodes actually work together to do this?

 

[MisterX]

There's an explanation on http://www.blazelabs.com/e-exp15.asp.