According to All About Prayer, intercessory prayer is a prayer for other people. The intercessor pleads with God for another person who needs His help.
According to Wikipedia, intercessory prayer is often used for people outside of the immediate church community in order to express solidarity. The Christian Broadcasting Network describes intercessory prayer as a means of guiding God's will to a particular purpose.
Intercessory prayer is also performed for the dead, especially in early Christianity. Early Christians did not pray for the dead during regular Sunday services, and there was a distinction made between the Christian dead and the non-Christian dead.