Firstly, be aware that "moisturizer" is a marketing term with no scientific or clinical definition. For all intents and purposes, ordinary old tap water, absorbed into the skin via a warm bath, relaxing sauna or cooling swim, is a "moisturizer". That's why your skin feels so nice and soft after those activities ... at least for a while.
Secondly, you must understand that the "moisturizer" branch of the cosmetics industry is a high-stakes, billion dollar game played by a thousand vicious competitors who are all forever seeking an edge in the marketplace, and therefore consumer deception is a common, even universal practice. Thirdly, be advised that the vast majority of their research and development expenditures are focused on marketing and persuasion - certainly not on something as peripheral to their bottom line as producing a better formulation, or anything. In fact, most manufacturers devote far more time, money and energy to designing and producing an attractive container and label, than they ever do on designing, producing or improving their actual product.
As to your actual question:
Be they the $60-for-a-tablespoon-in-a-crystal-pot variety, the ubiquitous, sink-side blue jar variety, or your drugstore-brand "family size" pump bottle of white goo, all commercial "moisturizers" work in exactly the same way. They all provide a bit of water that penetrates cell walls membranes to rehydrate and plump up the outermost few layers of dead skin cells that form your epidermis. Typically, their water content is around 65%. In addition, they all contain (@~25%) some sort of grease, wax or oil to trap that water inside, so it isn't just immediately evaporated away again by your excessive body heat ... you sultry thing, you.
In that regard, the only advantage all those hundreds of modern "moisturizers" have over your grandmother's go-to for dry skin - petrolatum, aka Vaseline - is that makers have gotten more sophisticated at finding different formulations and combinations of grease, oil and/or wax that don't feel quite as slippery or greasy to the touch, once the cells have absorbed all they can, and the leftovers remain on the surface of your skin.
This is the reason why, for example, Johnson's Baby Oil encourages you to slop on their product immediately after you shower: to seal in that tap water you've just absorbed (which needs to be done within 5 minutes of showering, or it's gone), and to ensure that any excess oil you might apply will rub off on your towel and/or your fresh clothes, and thus appear to have been successfully "absorbed" by your skin. (What - did you think there was some sort of magic involved? JBO is merely a fine mineral oil with some scent added; buy a store brand and save some money.)
Some expensive products meant for the delicate skin of the face contain a proprietary dermal irritant like CEF. Such products basically inflame the dermis, which causes its cells to temporarily inflate by taking up plasma, which in turn reduces the appearance of facial wrinkles for a few hours (rather like blowing up a withered, half-deflated balloon). But eventually the irritant is neutralized by the body's defenses, the dermal irritation subsides and its cells deflate themselves, allowing wrinkles to re-emerge - thus setting up a new and lucrative cycle of product consumption.
There are many other formulations. Some makers add a preservative like paraben to extend shelf life. Some add a humectant to absorb and trap additional water for a longer-lasting experience. Some add collagen, which is nothing more than un-absorbable connective tissue, typically sourced from that rubbery skin inside eggshells; you might as well rub yourself with actual eggshells, for all the moisturizing benefits topical collagen will provide. Same goes for added keratin, which is mostly sourced from cattle horns and hooves acquired from slaughterhouses. I know: eww, right?
Some products increase their appeal by including pleasant odourants, like rosewater (St. Ives) or menthol (Noxema). Some add vitamins, in the hope they will appear to consumers as being able to "nourish" skin (hint: they can't).
Both useful and useless additions to moisturizers come and go in phases. At one time, sheep lanolin was popular; but it's stinky, and was largely abandoned when less pungent plant-based greases were developed. Chlorophyll was once a widespread addition, though nobody ever got around to explaining its benefits, or the supposed parallels between plant and skin chemistry. A few years ago, PABA was all the rage as a UV-blocking additive, until someone pointed out that the living tissue of the dermis was actually incapable of absorbing topical PABA. In fact, the only way to get it into dermal cells where it could do some good was to drink the damn stuff, eight hours before exposing oneself to the sun. Vitamin E is/was a popular addition, at least until clinical studies indicated it actually had no better moisturizing effect than any other fine, plant-based oil. And the most recent additive fad seems to be hemp oil, Harrelson help us.
BTW, dry skin isn't actually a health issue, unless it's so profound that cracks appear in the epidermis, exposing the living dermis to the outside world and all its microscopic creepy-crawlies. It's really more of a comfort and aesthetic issue. Still, if severe enough, it can interfere with quality of life, and it makes some people quite miserable.
I provide a couple of citations, below. There's a lot of good info out there, but I would recommend that readers stick to those sites offered by legitimate medical and research facilities, universities with teaching hospitals, and so on. Don't rely on general interest sites or any site offering to sell you product.
Even worse for providing dubious information and specious assertions are the commercial web pages of the retail cosmetics industry. If the link has a little "registered" symbol in its name, just walk on by. It is revealing that the first 500 or so links provided by any Google search for "moisturizers" consist almost entirely of cosmetic manufacturers' websites, rather than to legitimate clinical information. It's the same reason why the first thing one encounters upon entering a department store, is the makeup counter. (Hint: $)
Here, to start readers off, are a couple of authentic medical citations regarding moisturizers:
Mayo Clinic: Getting the Most out of Your Moisturizer
Harvard Medical School: Moisturizers: Do They Work?
University of Tennessee Medical Centre: The Importance of Moisturizing
The University of Iowa Hospitals and Clinics: Winter Dry Skin
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