What do you call "that" or "where"?

For words that sit as placeholders for other words (and introduce subordinate clauses), is there a name?

For example,

The quick brown fox that jumped over the lazy dog.

The man who killed the cyclops.

What are these words called? (aside from "pronoun" or "demonstrative pronoun" for the case of terms like this and that [depending on usage])

They basically function as placeholders for other clauses or nouns.

It could be a relative pronoun if you consider the first part as a clause without the "This is":

[This is] The quick brown fox that jumped over the lazy dog.
[This is] The man who killed the cyclops.

All the other grammatical conjunctions (Coordinating conjunctions, Correlative conjunctions or Subordinating conjunctions) don't include 'who' or 'that'.

See the Wikipedia page on Restrictiveness :

...restrictive clauses are often headed by the relative pronoun "that" or by a zero relative pronoun

Thus, wiki says tis a relative pronoun.