There are two wires on a CAN bus, CAN High and CAN Low. On the CAN bus all of the CAN High pins of all of the Nodes (systems) are connected together, and all of the CAN Low pins are connected together.

Although the CAN bus should operate correctly with only two wires, it is best to connect the grounds of the systems together as well. This precaution may save you many days of debugging.
The cables for the CAN bus should be twisted-pair. A shielded, twisted pair is useful so that the ground can be connected along the shield. The twisted pair should have an impedance of 120R. The ends of the cables should have 120R (ohm) resistors between the CAN High and CAN Low signals, these are the Bus Terminators.
The 120R resistors, or bus terminators have two important jobs. Firstly, the CAN bus requires that the bus returns to zero volts when no one is transmitting, putting a 120R resistor across the bus guarantees that the bus will return to zero volts quickly when all the transmitters are off (or recessive). The second important job is to stop reflections on a long bus. The CAN bus operates at a sufficiently frequency so that the ends can reflect the data and cause data errors; the resistor prevents the reflections.
On short buses (2m max) it is possible to use just one resistor. At this length the reflections are not significant.

