Turn Signals
Under this catagory there are front and rear turn signals plus side repeaters.  Front and rear turn signals are just that, they are to signal other drivers of one's desire to change direction.  Front mounted turn signals are always amber.  They are usually found on the front bumper or integrated into the headlamp.  Sometimes they are mounted on the front corner, but they do not have to provide any visible signal to the side of the car. 
Side Repeaters are another turn signal, but they are mounted on the front fender or integrated onto the front surface of the exterior mirror.  A side repeater does not have a park function, it is either signaling or is off.  Some side repeaters for European cars are used as a non flashing side marker in the U.S.  I do not think exterior mirror glass mounted turnsignals are side repeaters as they are usually red.
Rear turn signals can be red or amber in North America.  Red turn signals are not as distintive as a amber rear turn signal, expessally under braking at night.  By having a red turn signal, car companies can save money by only having a one or two color lens.  On some cars, a clear turn signal lens is used with an amber bulb or amber filter to produce the amber light.
Brake Lamps
A function that is thought to be fairly cut and dry.  When you hit your brakes, these red rearward facing lamps illuminate.  This is not the whole story.  The position of the brake lights relative to the other functions can make a big difference in their performance.  For example, on a new Lexus sedan, when you hit the brakes, the three tail lamps(per side) become brake lamps. These effectively mask the turn signal.  European designed vehicles usually have separete tail and brake functions so their tail and brake give contrast to each other and the turnsignal is not overwelmed by having multiple brake lights.  Note: on some twin filament bulbs used for both tail and brake; when the tail lamp is on and the brake light is triggered, the tail lamp function turns off.  This is why if you have a burned out brake light, when the brakes are applied you loose your tail too.  A CHMSL(center high mounted stop lamp) should be mounted high on small cars and lower on big cars, but can be mounted high if it would better avoid dirt collection.  Cars with a rear wiper should have the CHMSL in the path of the wiper to keep the lens clean.  Cars with tinted rear windows usually have an external CHMSL to save cost by avoiding more powerful bulbs.  If  you tint your windows, dont block the CHMSL as it was not designed to overcome the light losses from the tint.  Blocking the CHMSL with stickers or tint is also an offense that could lead to a ticket.

Parking Lamps

In this section can be found front and rear parking lamps, along with European standing or parking lamps.  Parking lamps can be also called position lamps or side lights.  Front parking lamps can be white or amber in North America, while the rest of the world uses white.  Usually shared with the turn signal in North America, a twin filament bulb is used to execute both functions.  The minor filament is the parking lamp while the major is for the turn signal.  When the N.A. parking lights are on, the lamps flashes dim-bright, dim-bright,  as the minor filament does not turn off when the turn signal is flashing.  Because of the parking color requirements, European cars have a white parking lamp usually in the headlamp itself.  This leaves the turnsignal to be in a dedicated socket so the turn signal flashes bright-off, bright-off.  This has a greater contrast and is more noticable.  Unlike rural North America, Europeans have to parallel park.  When parked on a dark street, Europeans can turn just the road side parking light front and rear on via a switch to help others see the width of the vehicle. These lights stay on when the key is removed and turn off when the key is replaced regardless of switch position.
Side Markers
This North American lamp makes the car more visible from the side.  A simple small bulb illuminates amber in the front and red in the rear.  The front and rear parking lamps can be used for this value too, but they can be separate.  Europeans can have side markers but they must be amber both front and rear.  In the side marker function can be the side reflex (reflective material that illuminates when light is directed towards the reflex).  Side markers can flash with or opposite the turn signals, but they do not have too.  Daniel Stern has a how-to that will allow the side marker to turn off and on with the turn signal. This means it will flash dim-off, dim-off and will not be as bright as the front or rear turn signals.The tech article is
here.
Reverse Lamps

Another often misunderstood lamp.  Reverse lamps are not for vision, but rather for telling others that you are reversing.  They are not to see the bicycle or toy left in the driveway.  If you would like to see more behind you, additional white halogen reversing lamps can be added.  On a side note, some cars come with more than two reversing lamps.  Sometimes called cornering lamps (I know, the terms are not consistent) these additional lamps shine reward and to the sides for extra visibility. They can be found on the forth generation Corvette, Pontiac Grand Am, and on the front sides of the SAAB 900, 9000 and 9-5 series facing rearward.
Rear Fog Lamps
A fairly unknown lamp, a rear fog is not a vision lamp, but rather a rear signal lamp that is red.  Mounted on the rear of a vehicle it's job is to let people see you better in very poor visibility.  Rear fog lamps look like a brake light in that they are brighter than a tail lamp and they are red.  They are wired separtely from the front fogs, and remain on with the high beams unlike the front fog lamps.  Some cars have two rear fogs one on each side while most have just one on the side opposite the curb side of the vehicle to prevent confusion with a brake lamp.  It is important to mention the opposite of curb side as cars that are Left Hand Drive are sold in RHD countries, and the lighting is correct to area of registration, not to the side the steering wheel is located.  Because of their rarity in North America, rear fogs are often misused.  Like front fogs, rear fogs should only be used when needed.  Unlike front fogs, rear fogs are viewed for a longer period of time as rear fogs can be seen by drivers behind the car and not oncoming traffic.  If you are behind a driver with rear fogs, you are going to see that car for a longer period than someone headed the opposite direction.  If you have a rear fog or if you add one, use it correctly: only when visibility is less than 50 meters; do not use in urban areas.  If you add one, find a switch that will shut off when you turn off the car or the headlamps, such as a rear defroster switch(not a timed model).  Most are wired so that you must have the front fogs on before you turn on the rear fog, but the rear fog must not be wired directly to the front fogs, as you will use the front fogs more than the rear.  A rear fog on indicator is great, they are usually yellow.  They look like a front fog lamp icon save they are pointed the opposite direction and the lines from the "D" are straight instead of downward like a front fog lamp icon.

Day Time Running Lamps

One of the newest signal lamps, DRLs can be white or amber in Norh America and are to alert those in front of the vehicle of its presence and direction.  DRLs are not for seeing but rather to be seen.  When white they are usually the low or high beam, but dedicated DRLs are becoming more popular.  Canada and other countries require DRLs but their laws vary.  Swedish DRLs in North America are simply the low beams, parking and interior lights, all the time.  This has its advantages but the increased power consumption and amount of bulbs consumed is not very economical, plus using the tail lamps during the day can mask the brake lights.  General Motors and other companies use the high beam at reduced power as the DRL.  This can create excess glare for oncoming drivers.  This is very noticable at twilight when not everyone has their headlamps burning.  The high beam is prefered over the low beam by the warrenty department of the manufacturer because it is not used as much as the low beam and this will prolong the life of the low beam preventing the automotive company from having to  replace bulbs.  In Canada High Beam based DRLs are no longer allowed, so other methods are being tested.  Fog lamps are being used in place of High Beam DRLs which reduces glare, but due to low mounting height, their effectiveness is questionable.  Amber DRLs use the turn signal.  The turn signal filament is illuminated steadily and flashes bright-off, bright-off when the turn signal is needed.  The major filament of a turn signal is not designed to be used like this and the bulb fails fairly quickly. Dedicated DRL kits are now available for those who wish to add this safety feature.  They use small halogen bulbs so they do not fail so rapidly and can draw less power than an equal output incondesent bulb.
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