Darth Lundgren was a Sith Lord who ruled Pantano for the Sith Empire ten thousand years ago. Though he died long ago, his ghost remained trapped within the Temple of Darkness. When the Empire destroyed Alderaan, a million voices crying at once was music to his incorporeal ears. When he reached out through the Force to check on the Sith Empire, he was not pleased to see that the Galactic Empire only wielded a fraction of the power and influence as his once had. Further, he sensed the destruction of the Emperor Palpatine and knew he had to act to save the Sith, using the last of his power to reach out across the system for anyone hateful enough to take up his cause.
Many answered, including the cultists known as "The Called", but ultimately it was the Jedi Historian Chester Drawers who provided him a vessel sufficiently strong in the Force to leave the Temple and reach Inquisitor Sutherland, an apprentice hateful enough to carry out his mission to restore the Sith (or, at least, his best hope within the surrounding Sector).
After Darth Lundgren's possession of Chester Drawers ended, it is believed he passed on to become one with the Force, though there is some debate about that (thanks to a foreboding and potentially non-canon after-credits scene).
Legacy
Darth Lundgren was the last Sith Lord to contribute to the Sith Holocron that was recovered by the crew of the Cantina Turner. Inquisitor Sutherland is now singularly-focused on obtaining it, believing (correctly) that it contains the teachings he requires to become a Sith and that recovering the holocron is itself a trial to prove he's worthy of possessing it.
Behind the scenes
Darth Lundgren is named after Ivan Drago himself, Dolph Lundgren.