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As explained by Wikipedia, "Moors" are not a self-defined people, or reference to any one ethnicity, but a name used by (Christian) Europeans according to their own logic.
In the context of Spain, interestingly looking up the Royal Spanish Academy dictionary entry for moro gives us useful clues:
These definitions would later be expanded to cover more cases (e.g. Moros in the Philippines, or Indian "Moors" as called by the British, even any dark-skinned person in general). But for European context up to the medieval era, I believe the above definitions mostly suffice.
To cover corner cases brought up in comments and other answers:
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The Moors were originally ethnic Arabs from the Arabian peninsula who captured and conquered both a Northwest African Berber land-(I do not know its original name) and renamed it, "Morocco", followed by the capture and conquest of the majority of Spain.
Religiously speaking, the original Arab/Moorish conquerors of Medieval Morocco and Spain were Muslim. Therefore, when referring to "The Moors" in historical terms, one is exclusively referring to the Arab Muslims of Morocco, much of Spain, (as well as a certain portion of Portugal,specifically, The Algarve/ Portuguese coast).
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Complementing user6975 from the Portuguese side. There are two other Portuguese words that could help to separate the context, but in short, all these worlds can be loosely used and can mean anything. Moreover, never expect semantic precision from vendors of touristic stuff or lovers of the decorative arts. (In Spanish there are similar words, but I can not discuss nuances of Spanish):
Mourisco : the Muslims who converted to Christianity after the conquest of Granada; or Iberian artistic styles (mainly architecture) from the Muslim dominated period or influenced by them (today the word may be also loosely applied to any art with arabesques or oriental looking patterns). In Spanish there is a similar word
Mozarábico: a more specific word, it means the Christian people who lived under Muslim rule in Iberia - it may also refer to their dialects, arts or styles, and local church rite. If loosely used the meaning may include the Iberian Muslims too, or be synonym with mourisco. In Spanish there is also the word 'Mozarabe'.
Mouro is a much looser word - It certainly applies to the medieval Muslim invaders and rulers of Iberia, and to medieval North African Muslims, but it may be synonym with "Muslim", depending on context and speaker. It may even be the only word known for "Muslim" for uneducated people, often in the past before oil made the Muslim word more important and there were no TV or films. E.g., I would expect a early XX century poorly educated person be more likely to know the word "Mouro", from local historical tales or basic history at primary school, than the word "muçulmano" (Muslim), that he would not have a reason to hear, unless he reads or studies something about the world. Thus, I have seen old literature just use "Mouro" for "Muslim", as probably the writer would expect more people to understand.
There are place and surnames related to these words e.g., Mourinho (soccer coach), Mourão (Brazil's current vice-president),
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The term Moors refers to the Muslim inhabitants of the Maghreb, North Africa, the Iberian Peninsula, Sicily, and Malta during the Middle Ages, who initially were Berber and Arab peoples from North Africa.
Source: Wikipedia