The Nyquist-Shannon Sampling Theorem states that to accurately capture a continuous signal, it must be sampled at least twice its highest frequency. This means that if a signal has a maximum frequency of f_max, it should be sampled at a rate of at least 2 * f_max. This ensures that the original signal can be perfectly reconstructed from its samples without losing any information. If the sampling rate is lower than this threshold, known as aliasing can occur, leading to distortion and loss of data. The theorem is fundamental in fields like digital signal processing and telecommunications, guiding how audio and video signals are digitized.