To make the photon stick together, the researchers took atoms of rubidium and put them into a vacuum chamber. They then fired laser beams at the rubidium to cool it within a hair of absolute zero, or about -460 degrees Fahrenheit. After that they fired another, weaker laser into the cloud. The second laser was so weak that only a single photon at a time went in.
Those single photons slowed down as they went through the cloud of rubidium. So far that's perfectly normal; light always slows down as it enters a medium. This is why it bends as it goes through glass or water. As the photon passed through the cloud, it transfered a little bit of its energy so that when it exited, it was moving relatively slowly, for a photon.
It was when the scientists fired two photons into the cloud that things got interesting. When they did that, the photons exited together, acting like a single entity.
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It happened because photons can't excite atoms near each other to the same degree. When the first photon hit a rubidium atom it excited it, giving it some energy. The second photon arrived, but it couldn't excite any nearby atoms until the first one went on its way. So as the two photons passed through the cloud, they were forced to stay near each other - one allowed the other through behind it.