What is a Step-Up Transformer?

I've seen these listed with phono pre-amps. Is it sort of the same thing? What is it? How does it work?
Not the same thing. It is a transformer that increases ("steps-up") the level of a signal from a low-output moving coil cartridge. You then connect the output of the transformer into the moving magnet input of a phono stage, where the signal is RIAA equalized and brought up to line level. Check the archives if you want to learn more, this kind of device is effective in some circumstances but has its supporters and detractors.