The fog of war refers to the lack of vision and information on areas of the map that do not have a friendly unit in it, including areas that were explored and but have since been abandoned. Only the terrain and buildings in their last known state (e.g. being built, burning/bleeding) are shown, covered by a gray 'fog'. Updated information on such areas can be gathered by sending a unit (such as an observer) into it, or conducting a scanner sweep.
In StarCraft, the fog of war also exists where a unit has yet to explore. In this case, the area is shown as being totally black and no terrain details are available.
In StarCraft II, the terrain of the entire map is shown, although grayed out, at the start of a multiplayer game.