Burhs were fortified towns. They were built at a time when the Saxons were fearful of attack by the Vikings. They were thought up by Saxon king Alfred the Great. The idea was to have towns close enough to be able to come to one-another's assistance in times of need, and also be so well defended that people from the area could rush to them in times of danger and be confident they would be protected. As a result, the burhs were places of safety in the countryside and this meant people felt it was safe to make things, to trade and so on. Some even became important enough to mint their own coins.
Burhs were gradually built over southern and western England as the Saxons took back more land from the Vikings. In some cases, in places like Wallingford and Wareham, for example, you can still see the earthen wall of the ancient burh even though it is over a thousand years old.