What is the LaTeX command for "em dash" (—)?

The LaTeX command for such a line are three small ones: ---

The question has already been answered, but for completeness' sake:

• Hyphen: -
• En-dash: --
• Em-dash: ---

The latex commands are:

• Hyphen: -
• En-dash: \textendash
• Em-dash: \textemdash

With the latter two, you will likely want to append {}, because they swallow following space.

If you want to use the ligatures -- and --- with standard unicode fonts, use:

\usepackage{fontspec}
\defaultfontfeatures{Mapping=tex-text}
% and/or - see comments
\defaultfontfeatures{Ligatures=TeX}

This will emulate substitution of unicode characters for certain "latex standard" ligatures which are present as ordinary unicode characters in modern fonts.