Mandos is a Valar as described in the middle-earth crafted by J. R. R. Tolkien. He somewhat parallels Hades or Pluto from classical mythology, though his character isn’t quite as evil or grim as those two are made out to be sometimes, only solemn. His name isn’t actually Mandos, though that is how he was commonly known among the Noldor. His name is Namo, and he is of the Feanturi, sibling in the mind of Ilúvatar to Lórien and Estë.
The Halls of Mandos is where he resides. When elves are slain, that is where their spirits (fea in Quende) go, to wait for a time before possibly being allowed to return to Valinor. Men have a different fate from the elves, and although they pass through the Halls of Mandos, it is not sure what sort of afterlife they have once they depart from there. It is believed, however, that all of Ilúvatar’s children are gathered again unto him at the end of days.
The Doom of Mandos was pronounced on the Noldor, in the Quenta Silmarillion, in which case Namo served as the judge of the Valar in order to deliver the punishment and censure on the Noldor for the kin-slaying at Alqualondë and the foolish oath Fëanor and his sons took to defy the Valar and search for the Silmarils on their own. The Doom of Mandos was that the Noldor would ever fail in the quest until such time as the Valar chose to forgive them, and should suffer and be driven from place to place and refused entrance back into Valinor until such time as they earn said forgiveness. A parallel might be drawn to Adam and Eve and their eviction from the Garden of Eden.