"The Burning Legion" (aka Demon Horde) is a massive army of demons, infernals, and corrupted races who seek to destroy any trace of order in the Universe. They have twice invaded Azeroth, and were only beaten back at a terrible cost. Much of Azeroth's history, including the First and Second wars, was due to the Legion's influence. It should also be noted Azeroth is the only known planet they have ever failed to conquer.
The Legion's mission is, in theory, to undo the works of the Titans and restore the universe back to its original, chaotic and disorganized state. In practice, the Legion scours all life, down to the last plant and mineral, from the worlds it invades. The Legion is thus responsible for the genocide of thousands of races across the universe—billions, if not trillions of lives.