To enlarge on Ray's "picture":

SL Tape:
                VOL1 Label
                 HDR1 Label
                 HDR2 Label
                 (Optional USR1-USR8 User Labels)
(TAPE MARK)
                 Data file
(TAPE MARK)
                  EOF1 Label
                  EOF2 Label
                  (Optional UTL1-UTL8 User Labels)
(TAPE MARK)

Additional files have the same format, except that the VOL1 label is omitted. The last set of trailer labels is followed by a double tape mark, instead of a single one. And datasets that span multiple volumes use another type of trailer labels, the EOV1-EOV2 set, at the end of each volume.

NL Tape:
                 Data file
(TAPE MARK)
                 (Last) Data file
(TAPE MARK)
(TAPE MARK)

There may be multiple data files, more than two, or only one file.

SOME systems write a LEADING tape mark, before the first data file.

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