Albert Barnes Commentary Numbers 25:3

"And Israel joined himself unto Baal-peor: and the anger of Jehovah was kindled against Israel." — Numbers 25:3 (ASV)

Joined himself - that is, by taking part in the sacrificial meals as described in the last verse. Compare Exodus 34:15; 1 Corinthians 10:18. The worship of Baal was attended with the grossest impurity, and indeed partly consisted in it (Hosea 4:14; Hosea 9:10).

Baal-peor - that is, the Baal worshipped at Peer, the place mentioned in Numbers 23:28 (compare Baal-meon, Numbers 32:38). (The identification of this god with Chemosh in Numbers 21:29 is now given up.)