They had one of the longest running civilisations in the Alpha Quadrant dating back over half a million years. For a period of over 10,000 year leading up to the 24th century they were sent orbs fostering a closer connection between them and the Prophets, whom the Bajorans consider to be gods. (DS9: "Emissary", "Rapture")
During the 24th century, the Bajorans were subjugated by the Cardassians after their planet was annexed by the Cardassian Union. Over a period of fifty years they were brutalised, forced into slave labour and had their planet's resources exploited for the Cardassians. This saw the rise of the Bajoran Resistance who used guerrilla and terror tactics to fight back against their Cardassian oppressors.
In 2369, the Cardassians pulled out of Bajor. The Bajorans set up an independent government and one of the earliest acts was to accept aid from the United Federation of Planets, which included allowing the Federation Starfleet to have a presence on the jointly operated Deep Space 9. (DS9: "Emissary")
The Bajorans had a rich and ancient culture. Due to the role of spirituality in their lives much of it revolves around their worship of the Prophets.
According to Bajoran naming tradition the surname came before the given name of the individual.
They were known as a very spiritual people with the dominant religion been one that worshipped the Prophets. One of the most significant moments occurred 10,000 years old when the first orb was discovered above Bajor. The Bajorans dubbed them the Tears of the Prophets and they became the most valuable artefacts of their religion. (DS9: "Emissary")
This religion is headed by a Kai, an elected leader from the ranks of the vedeks of the powerful Vedek Assembly. The prominence of religion in Bajoran life saw that the Vedek Assembly had the same stature as the elected government of Bajor.
As a symbol of their faith most Bajorans worn an earring on their right ear. They also believe that each being possessed a pagh or lifeforce. Members of religious orders often clasped the ear of an individual when they wish to feel a person's pagh. (DS9: "Emissary", "Accession")
In 2369, the prophesied Emissary of the Prophets was found when Starfleet commander Benjamin Sisko fulfilled the prophecy by discovering the Bajoran wormhole, the home of the Prophets. (DS9: "Emissary")
A far smaller minority were part of the Cult of the Pah-Wraiths that believed the Pah-wraiths to be the true Prophets and that the ones residing in the Celestial Temple were pretenders. (DS9: "Image in the Sand")