New Bajor was the first Bajoran colony in the Gamma Quadrant, established in 2370. Major Kira Nerys and Doctor Julian Bashir assisted in the construction of the colony's hospital. New Bajor also boasted a rather impressive irrigation system. (DS9: "Crossover")
Only a few months after its founding, New Bajor's inhabitants were massacred by the Jem'Hadar as part of a larger offensive against Alpha Quadrant ships and colonies. Third Talak'talan told Kira Nerys that the colonists "fought well... for a spiritual people." (DS9: "The Jem'Hadar")
This would start a "Cold War" with the Federation and sow the first seeds of the Dominion War.
Garak speculated that there might be survivors from the Dominion attack on New Bajor in an attempt to convince Sisko to launch a "mission of mercy" to the Gamma Quadrant. However, no Bajorans were seen on screen. (DS9: "In Purgatory's Shadow")