Most newer vehicles have a Tire Pressure Monitoring System (or TPMS) which is comprised of sensors in each tire's stem and a way to display any over- or -under-pressure messages on the vehicle's display. The tire sensors broadcast the tire's pressure to the system.
Aftermarket TPMS systems are also available. These are typically used for trailers. A display unit is placed in the towing vehicle.
Other systems are available which do not directly measure tire pressure but estimate it based on other factors.