And to Thamud (people, We sent) their brother Salih (Saleh). He said: "O my people! Worship Allah, you have no other Ilah (God) but Him. He brought you forth from the earth and settled you therein, then ask forgiveness of Him and turn to Him in repentance. Certainly, my Lord is Near (to all by His Knowledge), Responsive."
They said: "O Salih! You have been among us as a figure of good hope (and we wished for you to be our chief), till this [new thing which you have brought; that we leave our gods and worship your God (Allah) Alone]! Do you (now) forbid us the worship of what our fathers have worshipped? But we are really in grave doubt as to that which you invite us to (monotheism)."
He said: "O my people! Tell me, if I have a clear proof from my Lord, and there has come to me a Mercy from Him, who then can help me against Allah, if I were to disobey Him? Then you increase me not but in loss.
"And O my people! This she-camel of Allah is a sign to you, leave her to feed on Allah's earth, and touch her not with evil, lest a near torment will seize you."
But they killed her. So he said: "Enjoy yourselves in your homes for three days. This is a promise that will not be belied."
So when Our Commandment came, We saved Salih and those who believed with him by a Mercy from Us, and from the disgrace of that Day. Verily, your Lord, He is the All-Strong, the All-Mighty.
And As-Saihah (torment - awful cry,) overtook the wrong-doers, so they lay (dead), prostrate in their homes,
As if they had never lived there. No doubt! Verily, Thamud disbelieved in their Lord. So away with Thamud!
[11:61-68]
'Abdullah b. Umar reported that Allah's Messenger (may peace be upon him) said in connection with the people of (Thamud):
Do not enter but weepingly (the habitations) of these people who bad been punished by (Allah), and in case you do not feel inclined to weep, then do not enter (these habitations) that you may not meet the same calamity as had fallen to their lot.
[Muslim :: Book 42 : Hadith 7103]
The Nabataeans (3rd cent. B.C. - 1st cent. A.D.) were said to be mysterious people. Their origin is not agreed upon by historians though some conclude that they were of Arab origin. They did not leave any kind of written history other than some inscriptions of personal matters.
According to the Holy Qur'an, the area (Mada'in Salih) was occupied by the people of Thamud (since as early as the year 3000 B.C.) Thamud lived between the times of Prophet Noah and Moses (Peace be upon them)
The name "Al-Hijr" continued to be used until 14th century A.D. Thereafter the area became known as Mada'in Salih. While this name is attributed to one
of the Abbasid rulers, many people came to associate it with the Prophet Salih, who is mentioned in the Qur'an as the Prophet who was sent to the people of Thamud.
http://www.splendidarabia.com/mada'in_salih.htm