A heat reservoir is a body so large, heat exchange with other bodies incurs no noticeable variation in its temperature. It can seen as a body with massive heat capacity, at least with respect to the amount of heat being transferred.
They're commonly employed to complete isothermal transformations on a body by keeping that body in contact with the reservoir. If the transformation is slow enough, the body and reservoir will remain in thermal equilibrium all throughout, but since the variation of the reservoir's temperature is negligible due to its massive heat capacity, the body will also not change temperature.