Second Age Mordor was created in the War of Wrath that marked the end of the First Age. Sauron settled in it shortly after this time; and it remained the pivot of his evil contemplations for the whole of Second and Third ages of Middle-earth. In the north-western corner of this land stood Mount Doom, Orodruin, where Sauron had forged the One Ring. Near Orodruin stood Sauron's stronghold, Barad-Dûr.
For two and a half thousand years, Sauron ruled Mordor uninterruptedly. Having wrought the rings, it was from there that he launched the attack upon Elves of Eregion. He was repelled by Men of Númenor. He fought against Men yet again, almost a thousand years later; however that time, he was captured by Númenorians, and brought to their island kingdom, eventually causing its destruction (see Of the Rings of Power and the Third Age). Immediately after Númenor's destruction, Sauron had returned to Mordor as a spirit, and resumed his rule.
The Last Alliance and afterwards Sauron's rule was interrupted yet again when his efforts to overthrow the surviving Men and Elves failed, and they fought their way back to their foe's domain. After several years of siege, forces of The Last Alliance of Elves and Men came into Mordor. Sauron was defeated in a final battle on the slopes of Orodruin, and for about a thousand years, Mordor was guarded by Gondor in order to prevent any evil forces from breaking out.
However Gondor had failed in the long run, and deprived of guard, Mordor began to fill with evil things again. Minas Ithil was conquered by the Nine Ringwraiths; other fortifications that were supposed to defend Gondor from the menace inside Mordor were turned into a means of shielding Mordor. By the time Sauron returned into Mordor after his false defeat in Dol Guldur[?] (in the events that took place at the time of Bilbo Baggins's quest), Mordor was protected too well to be captured by any military might that was available in Middle-earth at the end of the Third Age. In the north of Mordor during the War of the Ring were the great garrisons and forges of war, while to the south lay the vast fields tended for the provision of the armies by hordes of slaves brought in from lands to the east and south.
After Sauron's ultimate defeat, Mordor again became mostly empty as the Orcs inside it fled or were killed. Crippled by thousands of years of neglect and abuse, but nevertheless not incapable of sustaining life, the land of Mordor was given to Gondor's defeated foes as a consolation.
Naming Mordor means "dark land" in Tolkien's contrived language Sindarin. The root "mor" (dark) also appears in Moria. "Dor" (land) also appears in Gondor (stone-land) and Doriath (fenced land). An Out-Of-Middle-Earth etymology is Old English morthor, which means "mortal sin" or "murder" (it is the ancestor of the latter word). It is not uncommon for names in Tolkien' fiction to have relevant meanings in several languages, both those invented by Tolkien, and "real" ones.
Compare: Moria
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