John Wesley on Numbers 25:2

They - The Moabites being now neighbours to the Israelites, and finding themselves unable to effect their design by war and witchcraft, fell another way to work, by contracting familiarity with them, and, perceiving their evil inclinations, they, that is, their daughters, invited them. Unto the sacrifices - Unto the feasts which were made of their parts of the sacrifices, after the manner of the Jews and Gentiles too, the participation whereof, was reckoned a participation in the worship of that God to whom the sacrifices were offered. Of their gods - Of their God, Baal - peor, the plural Elohim being here used, as commonly it is, for one God.