Millennium

A millennium is a period of one thousand consecutive years. When dating years, centuries are usually taken to begin in the years divisible by one thousand, or alternatively in the year after that, e.g., 2000 or 2001. The use of the odd year came from the Anno Domini system of religious dating, where the year 1 was supposedly the first "year of our lord" and thus the first century would be years 1 to 1000 inclusive.

Wikipedia has a page for each millennium: Millennia.