Megadungeons are (often large) dungeon complexes which are the focus of at least part of a campaign.
They generally contain entire ecosystems, as well as a range of levels which have various strengths of monsters. They may have a plot take place in them, but this is not required for a dungeon to be a megadungeon.
Often, a campaign will focus around a megadungeon and the Player Characters will repeatedly enter it to find treasure and kill monsters.
Questions which are covered by this tag:
1) Questions about megadungeon design
2) Questions about megadungeon contents
3) Questions about megadungeon purposes
4) Questions about specific (published, or else available publicly) megadungeons (e.g. The Ruins of Undermountain)