They're called 'holalphabetic sentences,' and here are some examples: "Waltz, bad nymph, for quick jigs vex." "How piqued gymnasts can level six jumping razorback frogs." "We promptly judged antique ivory buckles for the next prize." "Sixty zippers were quickly picked from the woven jute bag." "Jackdaws love my big sphinx of quartz." And finally, if you haven't figured it out already: "The quick brown fox jumps over the lazy dog." These odd-sounding sentences contain at least one of each letter of the alphabet. They are also known as pangrams and are of special interest to typographers looking at styles of type (fonts) - or to anyone wanting to test his or her keyboard skills.
Source: 'Schott's Original Miscellany,' by Ben Schott (Bloomsbury, 2003).