John Wesley on Numbers 25:3

Joined himself - The word implies a forsaking God to whom they were joined and a turning to, and strict conjunction with, this false God. Baal - peor - Called Baal, by the name common to many false Gods, and especially to those that represented any of the heavenly bodies, and Peor, either from the hill Peor, where he was worshipped, Num 23:28, rather from a verb signifying to open and uncover, because of the obscene posture in which the idol was set, as Priapus was: or because of the filthiness which was exercised in his worship.