When the stop price is hit, a stop-limit order places a limit-order at the limit price you specify. If price blows through the limit without trading there, you are not filled and are still in the trade.
It protects against extreme slippage at the cost of protection failing exactly when you need it most. Many traders use it for entries and a plain stop-order for exits.
Example: sell stop at $50.00, limit at $49.80. If price trades $50.00 and ticks down to $49.85, you fill. If a headline gaps it straight to $47, your order sits unfilled at $49.80.
Related: stop-order, limit-order, stop-loss, slippage