Star Wars: Episode III - Revenge of the Sith spoilers ahead!
"Order 66" is the command override on the Clone Troopers programming which causes them to turn on their Jedi generals and murder them.
Order 66 is issued by Chancellor Palpatine at the end of the Clone Wars (see Star Wars Episode III: Revenge of the Sith) as he consolidates his power and rises to become The Emperor. Specifically he says, "It is time. Execute order 66."
Many Jedi were wiped out by their own troops. There was no warning. The only Jedi known to have survived were the masters Yoda and Obi Wan Kenobi. There are rumors other Jedi survived, only to be later hunted down by the Sith Lord Darth Vader.