Commander Keen mods are fan-made modifications (known in some circles as "total conversions") of the Commander Keen games by ID software. They may feature any combination of new levels, graphics, sounds, music and levels. Many even patch the game code to add or change features.
Many mods feature such high quality content as to rival that of the original series. Some are continuations, prequels, or alternate timelines of the Commander Keen series; others are set completely outside of the Keeniverse. Occasionally, more experimental Keen modders make such drastic changes to the underlying game engine as to create entirely different styles of gameplay.
More mods can be found at the Keen Wiki along with utilities and tutorials for creating your own mod. There is also a friendly community of modders at Keen:Modding who are always willing to help if you get stuck. For more general discussion about Commander Keen, check out the Public Commander Keen Forum.