to finish sth that you have started; to complete a stroke by continuing to move the club, racket, etc. after hitting the ball
Oxford80% of films
to finish sth that you have started
They dropped it, didn't follow through.
Oxford20% of films
to complete a stroke by continuing to move the club, racket, etc. after hitting the ball
Square your shoulders. Don't forget to follow through!
Definitions from the Oxford Advanced Learner's Dictionary, 9th edition