This is a fun game that dogs love. They learn that being near you (proximity) is rewarding. Begin by using a lure. 

When your dog is following the lure without hesitation, fade the lure. 

Finally, put the behaviour on a verbal cue (see Putting Behaviours on a Verbal Cue video).

TOP TIP: Lure your dog into a stand. This opens the door for some cool options, such as walking forward and back, turning in circles, or moving from side to side with your dog in Middle position. This is an excellent strategy for passing distractions, not to mention improving loose leash walking skills – “follow my movement no matter where/how I move”.