An integration test is done to demonstrate that different pieces of the system work together. Integration tests cover whole applications, and they require much more effort to put together. They usually require resources like database instances and hardware to be allocated for them. The integration tests do a more convincing job of demonstrating the system works (especially to non-programmers) than a set of unit tests can, at least to the extent the integration test environment resembles production.
Actually "integration test" gets used for a wide variety of things, from full-on system tests against an environment made to resemble production to any test that uses a resource (like a database or queue) that isn't mocked out.
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