Asyndeton
Asyndeton is the omission of the conjunctions that would normally join items in a series, so the elements are set down one after another with only commas between them.
He checked the locks, the windows, the back gate, the shed.
No and anywhere. The list arrives as a rush, and because there is no conjunction announcing the final item, the sentence sounds unfinished even at the full stop — the reader half expects another lock. That open-endedness is the effect asyndeton is for: haste, accumulation, a list that could go on.
Compare the ordinary version: He checked the locks, the windows, the back gate and the shed. The and closes the set. It tells the reader in advance that the shed is the last item, and the sentence settles.
Caesar again — Veni, vidi, vici is asyndeton as well as parallelism; Veni et vidi et vici would be a different sentence entirely.
Its opposite is polysyndeton, which adds conjunctions rather than removing them, and slows the same list down.
Two practical notes. Asyndeton suits panic, inventory and exhaustion, so it belongs to moments rather than to whole chapters. And it is only asyndeton when the omission is doing something — a writer who never uses and has a tic, not a figure.