Sometimes referred to as continuo. In the Baroque period, the continuo part consisted of a bass line (basso continuo) which could be played by cello, bass, viola da gamba or bassoon depending on which instruments were available. Layered on top of this, the harpsichord, organ or lute player would fill in harmonies built on that bass line. This would provide the foundation upon which the melody sits.
Sometimes figures were written under the bass line, this was called Figured Bass. These figures would indicate how the player should build the chord above the bass line note to create the harmony. Bach is one Baroque composer who used this extensively in his work.
This example gives more information on how the Basso Continuo is put together.