1. Overview of the Orion Bar
The Hubble image below shows the Orion A complex, which harbors two large HII regions, M43 to the Northeast (top left) the brighter Orion Nebula (M42, center). The HII region within the Orion Nebula is carved out by the Trapezium cluster, which is extremely dense (stellar density of 560 pc-3 – compare that with our local density of ~1 pc-3) and dominated by four stars, the brightest of which, θ1 Ori C (spectral type O7V), produces ~80% of the ionizing photons. M43 is ionized primarily by a single star, NU Ori (spectral type B0.5).

HST optical image of the Orion Nebula (Credit: NASA, ESA, M. Robberto, and the Hubble Space Telescope Orion Treasury Project Team)
The Orion A complex has been useful in understanding HII regions because of its proximity to us (~414 ± 7 pc), which allows its structure to be studied with high spatial resolution. The HII region within the Orion Nebula has broken out of the molecular cloud, creating a champagne flow. M42 has a particularly bright photodissociation region (PDR), known as the Orion Bar, which is visible to the Southeast of the Trapezium stars.

HST optical image of M42, with the Orion bar visible as a bright ridge in the bottom left (Credit: NASA, C.R. O'Dell and S.K. Wong (Rice University))
The Orion Bar stands out as a bright ridge to the Southeast of the Trapezium cluster, but its prominence is actually a consequence of limb brightening, i.e. our peculiar viewing angle. The Orion Nebula is bounded on multiple sides by an ionization front, but we happen to see the bar edge-on, causing it to appear brighter.
2. Structure from Radio Continuum Observations
Dense, hot regions of ionized hydrogen are bright in the radio continuum, as scattering of electrons off of H+ ions produces free-free emission. Felli et al. (1993) (ADS Link) mapped the Orion A complex in the radio continuum using the VLA in several configurations. A particularly nice map of the free-free emission at 20 cm in the Orion Nebula HII region is given in their Fig. 3d, reproduced below:

Fig. 3d from Felli et al. (1993). The Orion Bar is particularly prominent in this radio continuum map of the HII region of the Orion Nebula (20 cm, 6.2" resolution). The positions of several bright stars, including the four brightest Trapezium stars, are marked. The contours range from 95.0 to 300.7 mJy/beam.
Felli et al. further demonstrate that the radio continuum emission correlates well with Hα emission, as we should expect. Bruce Draine (§28.2) calculates a maximum line-of-sight rms electron density of approximately 3200 cm-3 based on the Felli et al. (1993) peak emission measure (the integrated square of the electron density along the line of sight) of 5 × 10 cm-6 pc and an assumed diameter of 0.5 pc for the HII region. For an explanation of the emission measure, see this link or recall §5.3 of Rybicki & Lightman, which discusses free-free absorption. The basic idea is that the absorption coefficient due to free-free absorption is proportional to the product of the ion and electron densities. If the medium is neutral overall, then this is simply the square of the electron density, so the optical depth of an ionized cloud due to free-free absorption is proportional to the integrated square electron density.
3. Progression of Species in the Photodissociation Region
The chemistry and structure of the photodissociation region (PDR, also called the photon-dominated region) is dominated by the effects of the intense incident ultraviolet radiation from the O and B stars in the HII region. As the binding energy of the H2 molecule is lower than that of the electron in the hydrogen atom, HII regions are enveloped by a region of atomic hydrogen. In this region, the UV flux is great enough to photodissociate H2, but the recombination rate is high enough to keep the ionized fraction low. Deeper in the cloud (i.e. farther away from the HII region), the UV flux has been sufficiently attenuated, such that most hydrogen is bound in H2. The interface between the regions dominated by atomic hydrogen and fully ionized hydrogen is called the ionization front, while the boundary between the atomic hydrogen and the molecular hydrogen is called the dissociation front. Figure 31.2 of Draine’s ISM textbook, reproduced below, gives a diagrammatic sketch of the structure of a PDR:
The progression of species refers to the progression of chemical species that dominate as one travels away from the HII region and into the molecular cloud. The key variable which changes along this path is the intensity of the UV flux. This has several effects: the ionized medium at first gives way to neutral atomic species, and deeper into the cloud molecules such as H2, CO, O2 and PAHs (polycyclic aromatic hydrocarbons) become stable; the temperature drops as the incident radiation becomes more attenuated (with increasing optical depth since the ionization front); assuming pressure balance, the density of the gas must increase into the cloud as the temperature drops. The assumption of pressure equilibrium is not exact, however, as HI flows from the dissociation front towards the ionization front. As this flow becomes smaller, the assumption of pressure balance and steady-state become more accurate.
4. Comparison with Theoretical Models
Tielens et al. (1993) (ADS Link) compare the observed structure of the Orion Bar to theoretical models of what a photodissociation region should look like, in what is a short and eminently readable paper. The paper presents observations of the 1-0 S(1) H2 line, the J=1-0 CO rotational line, and the carbon-hydrogen stretching mode of PAHs. Both the H2 and CO lines are caused by decay of excited ro-vibrational states. They are thus dependent on the presence of UV radiation; as one travels deeper into the molecular cloud, the increasing attenuation of the UV flux suppresses the excitation of these excited states. Going in the opposite direction, towards the HII region, the density of molecular hydrogen and CO becomes lower, and the the 1-0 S(1) H2 and CO J=1-0 lines are no longer prominent. The regions in which the H2 and CO ro-vibrational lines are observed should thus be determined by the interplay between the density of these species and the strength of the UV flux. For more on the origin of ro-vibrational transitions in H2, see this link and the introductory paragraph of Laine et al. (2010) (Thanks to Tanmoy for discussions on this and for this last paper). Tielens et al. (1993) present a false-color picture showing the PAH, H2 and CO emission observed from the Orion Bar. The diagram has the same orientation as the picture of the above pictures of the Orion Bar, with the HII region to the upper right, and the molecular cloud to the bottom left. Thus, molecular hydrogen density and UV optical depth increase from the top right to the bottom left. The separation of the peaks of each type of emission is clearly visible:

Figure 1 from Tielens et al. (1993) showing PAH emission (blue), 1-0 S(1) H2 emission (green) and the CO J=1-0 transition (red).
Tielens et al. (1993) use the spatial separation between PAH 3.3 μm, H2 and CO line peaks to map UV penetration in the Orion Bar. By then assuming a hydrogen density to visual extinction ratio NH/Av = 1.9 × 1021 cm-2 mag-1 and an estimate of the viewing angle, they determine a gas density of 1-5 × 104 cm-3. The observed spatial distribution of these three emission mechanisms is compared to a PDR model, which treats the PDR as a homogenous slab of constant density 5 × 104 cm-3. The model takes into account chemical composition, energy balance, radiative transfer and line cooling. The modeled intensity of emission along a cut through the Orion Bar (rightward is deeper into the molecular cloud) is compared to observation:
The authors of the paper argue that the agreement between the modeled and observed emission features UV pumping as the mechanism driving excitation of CO and H2 ro-vibrational lines. As mentioned in the ESO link above, these lines are also observed in post-shock regions, where the gas has been collisionally excited. In order for the emission to be shock induced, however, the shock velocity would have to exceed 10 km/s, which would evaporate the bar on a timescale of 103 years. The authors also note that one weakness of their model is that it does not include clumping, which is likely to be important in the Orion Bar and traced by CO and CS maps. Finally, other molecular tracers, such as HCN, can be used to probe the denser regions of PDRs.
5. References
Draine, Bruce T., Physics of the Interstellar and Intergalactic Medium. Princeton, NJ: Princeton University Press, 2011.
Felli M., Churchwell E., Wilson T. L., Taylor G. B. 1993, A&AS 98, 137-164. (ADS Link)
Rybicki B.R., Lightman A.P, Radiative Processes in Astrophysics, 2nd Ed. Weinheim, Germany: Wiley-VCH Verlag, 2004.
Tielens A.G.G.M., Meixner M.M., van der Werf P.P., Bregman J., Tauber J.A., Stutzki J., Rank D. 1993, Science 262, 86-89. (ADS Link)
van der Werf P.P., Goss W.M. 1989, A&A 224, 209-224. (ADS Link)
van der Werf P.P., Stutzki J., Sternberg A., Krabbe A. 1996, A&A 313, 633-648. (ADS Link)