The original Ku Klux Klan was organized in Pulaski, Tennessee, during the winter of 1865-1866, by six former Confederate army officers (one of whom was Nathan Bedford Forrest). The name came from the Greek word kuklos ("circle"). Although originally started as a fraternal organization, they soon became devoted to white supremacy and fighting the new policies of reconstruction, especially the new political power wielded by Blacks (most people don't know that during reconstruction Black men in the South could vote and run for office). They did this through quasi-legal (passing of unconstitutional laws) and illegal (harrassment, assault, rape, murder) means. Their signature method of intimidation (aside from lynching) was the burning of a cross near the home of a person they wanted to terrorize. With the cooperation of the Mississippi Sovereignty Commission, they were responsible for the destroyed homes, rapes, mutilations and deaths of many activists during the civil rights movement.

While the Klan does still exist, you'll have a much harder time finding them in the South these days (they don't have as much fun since people started fighting back). They mostly seem to have gone out west.

They have a really weird ranking system:
First, the Klan consider themselves an "invisible empire." (That phrase is straight out of their 1867 declaration of principles) Their supreme official is called the Grand Wizard of the Empire and he is assisted by ten Genii. Other principal officials of the Klan are the Grand Dragon of the Realm, assisted by eight Hydras; the Grand Titan of the Dominion, assisted by six Furies; and the Grand Cyclops of the Den, assisted by two Nighthawks.

I would find all of those titles really funny if the KKK wasn't so sickening and frightening.