Sound effects created by technicians known as foley artists in movies that have been recorded into the film's soundtrack during post production. These are the sounds such as footsteps, opening and closing of doors, and so forth, that were created by actors during the shooting of a scene. Even when such sound effects are available during shooting, it is standard practice in professional film production to augment or sometimes replace altogether the original location sound with one created by a foley artist. It's similar to ADR, except that it deals with such smaller noises instead of dialogue. If ADR is performed, or a dubbed version is made that changes the language of the dialogue (e.g. a translation), foley work is almost always done because the extra sound effects on the original undubbed track are gone along with the original dialogue.
In foley production, the foley artist would watch the film in real time, and create sound effects using various objects or actually performing the actual actions in the scene again so that the sound can be better captured. For example, if the scene were that of a horse walking in a field, the clop-clop sound of the hooves might be made by the foley artist using a pair of coconut husks in synchronization with the movement of the horse on film. The sound of an actor's footsteps might be rerecorded by someone walking in synchronization with the film in a specially constructed sound studio with the same kind of flooring.
The name of this term originated from Jack Foley (1891-1967), who originated the practice of recording and augmenting sound effects in this way when movies first began to have sound.
Many thanks to riverrun for giving corrections to inaccuracies in the original writeup.