A firewall is a specialty network security device that protects the end hosts in a LAN by filtering traffic based on a set of pre-configured rules. The firewall can be placed inside the network (filters after the traffic reaches the router) or outside the network (filters before the traffic reaches the router).
Note that this type of firewall is hardware, not software.
The ASA5500-X and Firepower 2100 are examples of Cisco firewalls.