The bowler has hit the wicket with the ball and at least one bail has been dislodged (if the ball hits the wicket without dislodging a bail, the batter is not out).
Caught
The batter has hit the ball with the bat, or with the hand holding the bat, and the ball has been caught on the full by a member of the fielding side.
Leg before wicket (lbw)
This is complex but basically means that the batter would have been bowled if the ball had not hit a leg first.
Run out
A fielder has broken the wicket with the ball while a batter was out of ground; this usually occurs by means of an accurate throw to the wicket while the batters are attempting a run.
Stumped
The wicket-keeper has broken the wicket with the ball in hand after the batter has stepped out of ground without attempting a run.
Hit wicket
This means simply that a batter did just that, often by hitting the wicket with the bat or by falling onto it.
Hit the ball twice
This is very unusual and was introduced in the 18th century as a safety measure to counter dangerous play and protect the fielders (there are two known cases of fielders being killed after being hit on the head by a bat, because the batter could then hit the ball more than once).
Obstructing the field
Another unusual dismissal which deters a batter from deliberately getting in the way of a fielder. This rule was revised in recent years to include the former offence of handled the ball. A batter must not use a hand to protect the wicket after removing it from the bat (note that the bowled ball often hits the batter's hand but this is not intentional by the batter and so is not out; though the batter can of course be caught off the hand).
Timed out
Usually means that the next batter did not arrive at the wicket within two minutes of the previous one being dismissed.