A concentration camp is like a jail, only without the hygienic conditions and concern for prisoners' basic human rights. Typically, they are used to isolate groups of people identifiable by some "outsider" trait from the general population for some trumped-up reason. The term was first used by the British to describe facilities used to detain Boers in South Africa during the Boer War.
When speaking of concentration camps, two examples dating to World War II quickly come to mind: (1) the camps that the Nazis herded European Jews into during the Holocaust after having previously concentrated them in ghettos (extermination camps were also referred to as "concentration camps," see Holocaust denial); and (2) the Japanese "internment" camps in the United States.
American Indian reservations could also be considered examples (if you're prone to hyperbole), as could some of the P.O.W. camps on both sides during the American Civil War. Another would be the Soviet Gulag system (a better comparison).
Concentration camps made a brief comeback in Europe in the 1990s with the Yugoslav Wars. The best currently existing example of concentration camps are those in North Korea, called kwan-li-so. These camps hold an estimated 150,000-200,000 political prisoners, in a style very similar to the Soviet Gulags though sometimes they can get somewhat... Nazi-like.
Concentration camps were designed in no small part to remove "undesirables" from their social and political contexts, reducing them to the status of "non-persons." Channeling Hannah Arendt and especially Michel Foucault, the Italian postmodernist philosopher Giorgio Agamben writes in States of Exception, about how camps like Auschwitz represented "the most biopolitical space ever to have been realized, in which power confronts nothing but pure life."
Some cranks believe that the return of concentration camps in the United States is right around the corner.