This video goes into how to on creating Trail Renders in Unity, explaining their use and the differences between them and Particle Systems. This is a quick follow up blerb from the Game Dev Show's Polish and Particles.
If you have more questions reach out to me on Twitter: @KatVHarris
Original Game Dev Show Episode: https://channel9.msdn.com/Shows/gamedev/5
You can find more of my game tutorials here: http://kaharri.com
Find more Unity tutorials: http://Unity3d.com/learn