Some people manage to find the good in even the bleakest of scenarios. Take, for example, the members of the Exalt, a covert organization new to XCOM: Enemy Within. Where normal people might view the attempted genocide of the entire human race by hostile aliens as problematic, the Exalt looks at it as the perfect opportunity to perfect mankind's evolution using alien tech. Unfortunately, their devotion to human experimentation is sort of at odds with XCOM's mission of preserving human life--so it's up to you, Commander, to shut them down.
The Exalt operate from hidden cells around the globe, which you'll have to spend XCOM funds to track down--funds you could've spent on satellites, equipment upgrades, or other crucial resources. The more Exalt missions you complete, the closer you'll get to discovering their headquarters and stopping them for good. Choose to ignore them for long, though, and they'll send entire nations into panic, causing them to back out of the XCOM project.
What Exalt forces lack in firepower (which isn't much, truth be told), they make up for in numbers. You'll want to send your most experienced units to take them on, as they're quick about surrounding and overwhelming you. You'll have to use everything at your disposal, including new items like gas grenades, which poison enemies, and ghost grenades, which provide a few turns of stealth on whomever they're used on, if you hope to survive their onslaught. As if facing a relentless army of murderous aliens wasn't already hard enough.