Historiography is the word that trained historians use to describe a subset of scholarly literature on a historical topic. There is a historiography on every major era, from the American Revolution to Maoist China, as well as on thematic topics like African American history and women's history. There are also theoretical or methodological historiographies, which are a group of studies that use the same framework or technique--comparative international history or an "ecological approach" to understanding historical incidences of disease.
For example, one of the historiographies I have learned through my coursework and exams is African American urban history. In the 1960s, at the height of the civil rights movement, historians explained urban segregation as the result of white racism and housing restrictions that prevented black urbanites from living within white communities. This "ghetto synthesis" thesis (and then the "second ghetto" thesis which arose to explain postwar segregation) dominated until the late 1980s, when a group of historians who were influenced by the Black Power struggles of the 1970s began critiquing these studies for not acknowledging black agency. African Americans were limited in their choices, this new group of historians agreed, but they did exert powerful influences in their own spaces and spheres. More recently, historians have pushed us to look at the postwar city as multicultural rather than as a space of tension between black and white. They have pushed African American urban historians to consider race relations with Asian and Latino neighbors, in addition to the white majority.
A historiographical essay, like the miniature version I just offered above, is an explanation of how historical writing on a topic has changed over time. Historiography papers are the bread-and-butter assignment for many graduate seminars in the discipline, because they reinforce the main learning objective of the course--to learn what has been said and argued about the subject at hand. Contrary to popular belief, professional historians spend very little of their graduate training learning the actual dates/places/battles of their historical topic (though this varies according to the priorities of the student's advisor). You learn the history through research and teaching--especially teaching, which turns your fear of looking stupid in front of students into an incentive to learn the nuts-and-bolts details they are sure to ask about--and so your graduate coursework is really dedicated to learning what has already been said by earlier scholars. After all, the ultimate requirement of the PhD is a dissertation, and who wants to spend 3 years and 200 pages of effort on a redundant study? The goal of research is to contribute to our understanding of the past and further the field, and if you do not know where the field came from, how will you know where to take it?
That's why historiography is such a big part of the dissertation prospectus. You begin proposing a dissertation after completing your doctoral qualifying exams, which test your knowledge of the historiography. You then parlay this fresh appraisal of the recent literature into your prospectus, declaring how you plan to further the research in your distinct subfield(s).
I have spent the last month trying to weave together three distinct historiographies: postwar urban history, American Jewish history, and the history of social work professionalization (which is embedded within the history of medicine, public health, and social welfare more generally). This is not such an easy task, since each of these fields is engaged in divergent debates at the current moment. It has taken me over ten pages to lay out the major historical studies and debates in each of these fields, and to declare how I intend to intervene or further these debates. Until this intellectual work is complete, I cannot move on to the other sections of the prospectus.