Aldehydes are commonly generated by alcohol oxidation. Industry oxidizes methanol to formaldehyde on a large scale, and, in the Wacker process, ethylene to acetaldehyde in the presence of copper and palladium catalysts (acetaldehyde is also produced on a large scale by acetylene hydration).  "Green" and cheap oxygen is the oxidant of choice.  For sensitive substrates, Oppenauer transfer oxidation avoids overoxidation to a carboxylic acid.  When a mixture of products may be acceptable, hydroformylation directly adds a carbonyl to a olefin. 
Laboratories may instead apply a wide variety of specialized oxidizing agents; chromium(VI) reagents are popular. Oxidation can be achieved by heating the alcohol with an acidified solution of potassium dichromate. In this case, excess dichromate will further oxidize the aldehyde to a carboxylic acid, so either the aldehyde is distilled out as it forms (if volatile) or milder reagents such as PCC are used.
A variety of reagent systems achieve aldehydes under chromium-free conditions.  One such are the hypervalent organoiodine compounds (i.e., IBX acid, Dess–Martin periodinane), although these often also oxidize the α position.   A Lux-Flood acid will activate other pre-oxidized substrates: various sulfoxides (e.g. the Swern oxidation), or amine oxides (e.g., the Ganem oxidation).  Sterically-hindered nitroxyls (i.e., TEMPO) can catalyze aldehyde formation with a cheaper oxidant. 
Alternatively, vicinal diols or their oxidized sequelae (acyloins or α-hydroxy acids) can be oxidized with cleavage to two aldehydes or an aldehyde and carbon dioxide.