CAPTCHAs (Completely Automated Public Turing tests to tell Computers and Humans Apart) are tests used on many websites to ensure that data is being submitted by a real human user, rather than a spambot or similar.
A popular implementation of CAPTCHA at the moment is reCAPTCHA, which serves the purpose of a standard capture while also digitising books with the user input. It also provides a function that many CAPTCHAs do not (although it is becoming more commonly implemented) - sound tests so that they are accessible to blind users.
There are many alternate forms of CAPTCHA available, however, some better than others. Some bad designs to avoid are: