I assume that the comment that you are referring to is when Atticus says, “The Ku Klux Klan is gone.”
The Ku Klux Klan, or KKK, were formed was formed in 1865 by veteran soldiers of the Confederate army during the Civil War. The name means brotherhood. Their purpose was to restore white supremacy after the war, and their purpose has remained the same throughout the years, although their methods have changed. They have a record of violence, intimidation and murder of minorities, African Americans in particular. They are particularly well known for the white robes that they wear and for the burning of crosses and lynching of African Americans. They have also attacked non-minorities who are against their white-supremacist cause. The clan is still around today, despite what Atticus said, and some researchers estimate that there may be more than 150 chapters of the KKK in the US, with somewhere between 5,000 and 8,000 members nationwide. They are classified as a hate group by the US government.
In case you have a sense of morbid curiosity, the Klan also has their own website, complete with political statements and sales of clothing and jewelry.