In t.v. series that are derived from other forms like books or comics, fillers are episodes that did not appear in the book or comic. The creators of the television show make up episodes (that are normally really bad) and air those episodes that because they just needed to air an episode and they couldn't use a real one. Fillers can also be used to give the television show creators more time so that the book or comic creators can get farther ahead of them so that they don't catch up to the book or comic.
Something that is would like to point out is that the anime Naruto which was derived from the manga Naruto has had about 3 seasons of fillers because the anime nearly passed the manga.