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The short version is that it's powder coating, just like how you'd powder coat a car part, except that the laser is part of the magic that makes the powder only stick to the paper where you want it printed.

Also, a color laser printer is pretty much just four black-and-white laser printers in a row that are each printing a different color of powder.

So, you know how if you rub a balloon on someone's hair, it gets charged with static electricity and their hair will stick to it (and so will tiny bits of paper and such)? If not, there are videos on YouTube, but basically it's a thing that happens. The rubber gets a little bit of a static-electric charge, and because of that, stuff sticks to it. This is much smaller than the amount of static electricity in a doorknob that will zap you, but because rubber is an insulator it can't go anywhere so it just stays in place and the bits of paper keep sticking to it -- at least for a little while.

Another thing that happens is that, if you hit the balloon with a laser with the right amount of power, it will bounce the static electricity off of the balloon in the spot where it hits.

A laser printer uses these two things to work. There's a rubber roller that it charges with static electricity, and then it runs a laser over that rubber roller, bouncing the static electricity off of parts of it. Once that's done, the roller moves past a bunch of what is basically very fine powder-coating dust (this is the "toner"), and that dust sticks to the roller but only in the places that the laser didn't hit.

So now it has the image to print, but that image is made of dust on a rubber roller.

The next step is to roll the roller over the paper, and it uses some more static electricity to get the dust to let go of the roller and stick to the paper. At this point, the paper is "printed", but the dust is still just dust and you can wipe it off. (Sometimes when a printer has a paper jam, you'll get a printed page out like this. The toner just wipes off or blows off.)

The last step is that the printer runs the paper under a heating element, called a "fuser". This melts the powder so it sticks to the paper properly.

That's why when the paper comes out of the printer, it's usually a bit warm from the heating element, and the whole thing smells a little bit of ozone from the static electricity generators and a little bit like burnt paper dust from the heating elements.

If that description sounds familiar, you might correctly guess that early Xerox copy machines worked pretty much the same way. The main difference is that, instead of using a laser, they used the bright flash reflecting off the white parts of the paper you were copying to remove the static electric charge. That's the magic trick that made the whole thing work.

Also, you used to be able to get metallic film that you could make "prints" with using a laser printer. These were a very thin metal coating on a clear plastic sheet, and if I remember correctly, the trick is that you'd put the sheet on top of the freshly-printed page and run an iron over it, which would cause the toner to melt again and stick to the metal coating. Then when it cooled you'd pull off the plastic sheet, and the metal coating would stay stuck to the toner but not to the rest of the paper. I think you can still get the stuff, but I haven't seen it in person since the early 1990s.

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