The Exiles are a group of former military officers from various countries, wanted for war-crimes committed during World War II. They grouped together following the war to pursue common interests in world-conquering schemes and mercenary work. They resurfaced in the 1960's as allies of Red Skull and quickly became his subordinates.
Most notably, the group once single-handedly conquered Latveria. They were soon thereafter driven out by Doctor Doom however.
The Exiles were created by Stan Lee and Jack Kirby in 1968 and first appeared in Captain America #102.