We'll start with the sexual generation, with male antheridia and female archegonia, which are usually - but not always - borne on separate plants. The following shot shows the cone-shaped antheridia of Polytrichum commune.
These produce the male gametes which swim (through water, hence the need for humidity around mosses) towards the female archegonia, which are tiny pockets on the stem of the female plant:
Fertilisation takes place, resulting in the sporophyte, or asexual spore-bearing generation, which grows as a parasite on the female shoot. So although the sporophyte - which consists of the seta (capsule-bearing 'stem') and the capsule (spore-bearing container) - appears to be part of the female plant, it is only 50% hers.
This shot shows the immature sporophytes of Polytrichum commune.
And these are the mature sporophytes with open capsules:
