Symphonic poems (or tone poems) are extended orchestral works, usually in one continuous movement, which attempt to tell a story. Symphonic poems were invented by Franz Liszt in the mid-nineteenth-century, but before this time there were many works which performed a similar function, evoking sounds from outside of music, such as birdsong or the weather.
The umbrella term programme music is used to refer to both symphonic poems and these earlier predecessors. This term is derived from the fact that concert-goers would often be given a printed programme containing an explanation of the piece they were about to hear.
Info from: Symphonic Poem Index