In Age of Empires, this was referred to as the Fog of War (see Raven Dreamer's answer), and this is the most common name given to it. Age of Empires had two types of Fog of War (like most games that feature it) - one which would obscure enemy units and dim the map slightly, and one which was completely black. The completely black version is what you're referring to, and it is still called the Fog of War.
Games that feature it (to my knowledge) are mostly in the RTS genre, here are a few examples:
- Age of Empires series
- Command and Conquer series
- Warcraft series
- World of Warcraft (to an extent - world map has it but minimap doesn't, there are addons that reveal the world map before it has been explored too)
- Elder Scrolls series (not sure about Skyrim though, I've not played it yet)
- Baldur's Gate series
- Diablo series
- Most so-called "rogue-like" games
- Sid Meier's Civilization series
That's all I can think of right now, but there are literally hundreds more. Pretty much anything that's either RTS, TBS, RPG or Adventure. I don't think any list on SE would be comprehensive enough.