The \ character used in this way is usually referred to as "escapeing" the next character so that bash will remove any special meaning for the character that follows and instead treat it as a literal character rather than process it as part of the bash command line. See https://stackoverflow.com/a/3871336/1663987 for a reference to the bash manual and additional info.

So for

 find . -name "FILENAME" -exec rm {} \;

it tells bash to insert a literal semicolon into the find command arguments rather than process that as a separator between bash commands (ala `echo hello; echo world`)

For

 ls some\ file

it tells bash to treat the space as part of the filename rather than as the character that separates arguments to ls. Thus, it will show `ls` output for the single file named "some file" (and not two different files named "some" and "file" as it would if just `ls some file` was used).

For

 cd Wideo \
 > ls

it telling bash to continue looking for arguments rather than processing the newline as the end of a command, so that the command ends up being processed like `cd Wideo ls`. This effect is usually referred to as line continuation.