SGML is a "meta-language" used to define structural markup languages. It is used most commonly to define schemes for representing complex documents; most characteristic are things like documentation for military and aerospace systems such as manuals for aircraft operations and maintenance.
HTML, the "Hyper Text Markup Language," was originally designed using SGML, and is the most well-known SGML application. Various vendors have since proceeded to ignore those roots, to the detriment of HTML standardization efforts.