From every graveyard pour the hordes to strike before the dawn A thousand years of death's carnage gathered 'fore the morn, Their vengeance turned against mankind's unsuspecting head There's no defense, there's no escape, you cannot kill the dead!
Frankenstein's Monster: Or anything else made from human corpses and brought back with technology. The original was big, a quick learner, and very, very pissed at his creator. The modern type is a bit more pitiable. Usually the stitches show, so you can tell them apart from zombies. The intelligence level varies. They seem to have universal Super Strength, so don't challenge one to arm wrestling. Also note that, depending on the work, these may not be "technically" undead, and hence not vulnerable to holy power and tricks like the Trope Namer of Revive Kills Zombie.
Ghosts: Walking corpses without the corpses, most are understandably ticked off about this. Other than that, they have little in common, varying nearly as much as the rest of the undead put together. Depending on the genre, they can be anything from harmless pranksters to Lovecraftian horrors; you'll know which one yours is once he starts smearing things on the wall. If it's crayon, you're generally okay; if it's blood, you are so horribly screwed it's not even funny. Unless you realize that you're already one of them... but hey, most people who run into them know who they're gonna call. Unlike most forms of undeath, ghosts can be friendly. They may return to protect a loved one, or reward someone who arranged their burial, or the like. Ghosts also come in many flavors. In a lot of works, various words for ghost, such as phantom, spectre, wraith, etc. usually mean different varieties of ghost.
Ghouls: Originally deriving from Arabic folklore, but popularized by H.P. Lovecraft's stories and subsequent media, their depiction varies from animated corpses to living beings, but when undead, they usually are depicted as bestial and hyper-aggressive zombies. Intelligence and appearance vary; in the original folktales, these creatures could sometimes be mistaken for (and marry) humans, but recent interpretations have made them animalistic in behavior and more obviously corpselike in aspect. Unlike zombies, they generally retain some degree of free will. Some variations of ghouls tend to feast exclusively on the dead, but that only means they have to kill someone before they eat them.
Mummies: The mummy shambles towards the archaeologists who have defiled its tomb. Luckily for them, it doesn't move fast due to sleeping for three thousand years (although there are exceptions). The classical depiction is wrapped in white bandages, and no one wants to see what's underneath them.
Wights: More or less the mummies' northerly cousins. A wight (more properly a barrow-wight, meaning a "barrow man", with "wight" being simply an antiquated word for "man") is an old, buried, usually desiccated or naturally mummified corpse that rises up, acquiring some magical or necromantic powers in the process. Unlike mummies, who are thoroughly Egyptian, barrow wights are associated with Medieval European Fantasy since Tolkien. More eldritch and less fresh than a zombie, but fresher and way less eldritch than a lich. The original Barrow-wights of Middle-Earth were usually guardians of their tombs, a trait many of their imitations share.
Revenants: Your standard resuscitated corpse; however, unlike a zombie, this undead isn't quite so rotting and falling apart, fairly intelligent, and, most importantly, an individual, since they retain their memories from their previous lives. They tend to seek vengeance for past wrongs, especially if they were murdered. While conceptually very old, and the prototype from which many other undead derive, this trope has fallen out of favor for the horde of zombies and the bloodsucking vampire. Often Living on Borrowed Time.
Liches: Popularized in Dungeons & Dragons and common in modern Fantasy, a lich is an Evil Sorcerer who retains his or her magical powers after death — basically a revenant with a little something extra. In D&D, the lich becomes undead by placing its soul in a Soul Jar, and can only be permanently destroyed by destroying said Soul Jar; in other fictions, the Soul Jar is optional. A lich's physical appearance can range from near-normal to zombie-like to completely skeletal, which usually depends on the lich's age. Because of their skill at magic, liches tend to be among the most powerful and dangerous type of undead (if not the most powerful and dangerous) in settings where they exist.
Skeletons: Zombies without meat, so to speak. Tend to be difficult to hurt because they are all bone, so blunt weapons (or magic, if available) are required or at least useful. Other versions are simply cannon fodder undead. Most of them aren't particularly smart (not having a brain and all). Only really common in out-and-out fantasy, as they're a little too fantastic for sci-fi or horror; expect them to be magically reanimated soldiers for the Evil Sorcerer or Vain Sorceress that don't need to eat or sleep, and stand guard over tombs for centuries if need be. Despite being fleshless, The Dead Have Eyes.
Vampires: Like zombies, only faster, stronger, and smarter. They suck blood, and may spend a lot of time angsting about it. Usually highly attractive, and both genders tend to be somewhat... festive. Dislike holy stuff, bright light, and pointy sticks. Originally they were not attractive, at allnote Even the original Dracula, well, Looks Like Orlok, except when he was well fed, then he looked very good. For most of the novel, he is quite handsome. After all, Bram Stoker modeled him after a man he had a boycrush on, Sir Henry Irving, who was a handsome actor. Stoker wanted Irving to portray the count in his theater. Besides that, look at Varney the Vampire, who looked like Lord Byron., and they also tended to have ruddy complexions (from all the blood) rather than pale ones.
Werewolves: They are occasionally considered undead in older myths, but generally, modern werewolves are not undead, being people who survive a werewolf attack, as those who die usually do not return as werewolves. Sometimes they're just lumped in the same category of "creepy things", regardless of the level of truth to it. To quote one Ankh-Morporkian: "They're big and scary, come from ‹berwald, and don't die when you stick a sword in them. What more do you want?"
While not invariably, Undead often bring Evil Is Deathly Cold into play, since they are, in fact, deathly, and corpses are naturally cold.
One way undead vary is the nature of their mind and soul. In some cases, including liches, most ghosts, and some vampires, they keep their original soul. They can still remember the simple pleasures of life, but they can no longer experience them, a frustration which may fill them with hatred of the living, or simply make their existence an unliving hell. Sympathetic undead are most often from this category.
In other cases, including many traditional vampires and some zombies, the undead are actually animated by evil spirits or demons. They may have access to the memory of the person whose corpse they are wearing, but they are not truly the deceased. These types are almost invariably evil, and are much more likely to be vulnerable to religious symbols and rituals.
The remaining undead may be little more than puppets of a necromancer, or they may be powered by magic alone, but they have no animating spirit (at least, not a sentient one).
Not all undead rise from humans. See Raising the Steaks for undead animals, Non-Human Undead for other types, and Dracolich for when dragons return from the grave.
See also Night of the Living Mooks, Big Boo's Haunt, Clown-Car Grave, Animate Dead. Frequently, they find out Undeath Always Ends. But The Dead Can Dance! Heroes often find that Removing the Head or Destroying the Brain is the only way to kill them.
This trope has nothing at all to do with the band Hollywood Undead.