That all depends on how much control you are talking about. Korea didn't become a protectorate of Japan until 1905, and didn't become annexed until 1910. From 1910-1945 Korea was a colony of Japan, and during that time, A LOT of changes happened.

First off, Korea was pretty much an agarian society up until Japan came in and started to industrialize the nation. From 1392-1897 Korea was under the Choseon dynasty, until the Korean Empire was proclaimed in 1897, and between the assassination of Empress Myeonseong, Japan winning the Russo-Japanese war, and winning the Sino-Japanese war, neither Russia nor China (which Korea was a tributary state to during the Choseon dynasty) could make any claim against Korea; Japan, under the threat of becoming a colony from western powers, sought to establish their own power so that they would not have to sign anymore unfair trade treaties as they had done when Commodore Matthew Perry opened their trade ports by force.

Korea's colonization history pretty much went into three phases: military rule, to cultural rule, to rapid annexation/heavy military rule. The Japanese sought to completely annex the Korean people as they had done with Hokkaido and Okinawa (formaly Ezo and Ryukyu). They had two main tools to use in this effort: education and mass media. Establishing a universal education system meant that everyone was taught the same culture, and therefore the same nationality, and mass media like newspapers and radio meant that people from around the country could participate and learn in activities that people hundreds or thousands of miles away could also learn.

You'd think that all of this would be all hunky-dory, but for two reasons 1) Koreans already had a national identity, one that had existed for over five centuries, and 2) as much as the Japanes tried to assimilate Koreans, they distinctly treated them as second class citizens by having preferred hiring for Japanese citizens, higher stipends for those who were ethinically Japanese, and shorter years of mandatory schooling for Koreans (and some hypothesize inferior course materials as well).

This led to the March 1st movement. On Febraury 8th, 1919, Korean students in Tokyo declared Korea to be independent from Japan, which in turned inspired 33 activists to declare Korean independence in Korea as well. This snowballed as students, teachers, and citizens took to the streets in protest of Japanese rule, in hope that other countries, like the US who had broke away from British rule some two hundreds before, would take sympathy on them and help the Koreans out. The other nations didn't want to take the Korean colony away from Japan, because their allies (and the countries themselves) had colonies too, and they didn't want to anger their allies.

Predictably, the Japanese weren't happy about it, and after quelling the rebellion, decided to go from their harsh, military rule, to a cultural rule by installing retired admiral Saito Makoto to bring to Korea a more gentle hand. Newspapers were printed in the Korean vernacular, and measures were taken to establish the commonalities between Korea and Japan by investigating historical similiarities and diseminating propaganda. With this new outlet for the Koreans to express themselves, they all pretty much said what they had said in 1919: "We don't like Japanese rule, we'd like them to leave please and thank you." There were also attempts for national Koreans to get into contact with American delegates to try to plead their cause to them, but the Japanese made sure that the delegates didn't get a chance to talk to them.

As time progressed, the anti-Japanese sentiment began to lessen, and more intellectuals began to hop on the pro-Japanese band-wagon, and with good reason: Korea was pretty much unchanged in the previous five hundred years, but with the advent of the Japanese, Korea began to modernize with cars, cinema, print media, railroads, electicity, department stores, universal education and industrial production, measures that the intellectuals during the Gwangmu and Kabo reforms tried to implement to modernize Korea, but were branded as rebels by the ruling class at the time.

As the Japan's war against China, Southeast Asia, and against the Americans in the Pacific started to take it's toll, Japan began to increase the pace of annexation for Korea. Makoto was out, military rule was in. This led to many of the negagtive sentiments Koreans have Japan today: eliminating Korean language in the public sphere, shutting down all curriculums teaching Koreans about their own culture, forcing them to adopt Japanese names, closing Korean vernacular papers, and most horrorifically, the comfort women, girls between the ages of 12-16 that were abducted, coerced, or were lured under the false pretense of work opportunities, kidnapped and shipped abroad, to be military prostitutes to the Japanese military. Korean women that were the most common victims, though there are reports of Dutch, Taiwanese and other nationalities were forced into prostitution. The women were often raped or gang-raped several times a day, and if they didn't cooperate, some had a sword inserted through the two bones of the arm (the radius and ulna), and the sword twisted. The thought was that women needed to be provided to release the sexual tensions of their troops to help them fight, but it ended up in the forced prostitution of some 200,000 women.

Taxation also increased, and more Korean men were pressed into military service to help supplement the failing supplies and manpower of the Japanese military.

Eventually Japan lost the war and Korea was released from Japanese rule; however as WWII was coming to a close, the Cold War was brewing on the horizon. America wanted a buffer zone between the USSR and Japan, and suggested that Korea be divided into two along the 38th parrallel. The USSR was a bit surprised to be recieving half of Korea, instead of none of Korea, and quickly agreed to the terms.

And there you have a brief summary of the things going on in Korea between the Sino-Japanese war and the end of WWII.

Hope this helps!