A through passenger is a passenger who is not disembarking at a specific stop. When a trip has a layover, at the layover airport the traveler is a through passenger, though other passengers on the same flight may have arrived at their final destination.
This is useful to know in airports when disembarking a plane on a layover. There may be two separate paths, for either through passengers or passengers who have reached their final destination. Going down the wrong path may cause a passenger to leave the secure area, in which case they would need to go through the security checkpoint again.