Jelly is made by cooking the fruit juice with sugar, pectin, and lemon juice. Jelly is firm and usually contains no fruit pieces.It is clear and bright.
Jam is made from mashed, chopped, or the pulp of the fruit and made with sugar, pectin, and lemon juice. Has a semi-jellied texture.
Preserves are fruit cooked with large chunks or whole pieces of fruit, and are suspended in the jelly. The texture isn't smooth like jelly or jam.
Then there is a whole list of other things:
Marmalade is a citrus-based soft jelly. It includes both the flesh and peel of the fruit, which are suspended in the jelly. Conserve is a mixture of more than one fruit. It typically has nuts and raisins added. It is cooked until it is thick.
Chutney is a spiced condiment, with its origins from India. It is a sweet and sour condiment, that almost always calls for vinegar. It is often made with fruit and sugar, which gives it its sweetness. Different recipes will also call for different spices, that can make it hot and spicy. All the ingredients are mixed and simmered slowly. The consistency is that of a jelly, salsa, or relish.
Fruit Curd is made with egg yolks, sugar, fruit juice, and zest. It can also contain egg whites, or butter. It is cooked to thicken, then cooled to form a smooth, intensely flavored spread. Fruit Butter is made from larger fruits, such as apples or pears that is stewed together with sugar, lemon juice and spices. It is often run through a sieve or cooked until thick and smooth. Fruit Spread is made with fruit juice concentrate and a low-calorie sweeteners to replace all or part of the sugar, or made with no sugar at all.
(Top right picture is strawberry jam---Photo by Patricia R. Middle left picture is marmalade--Photo by Amanda Slater. Bottom right picture is Chutneys from Bangalore--Photo by Charles Haynes.)