Torah
The word Torah is usually used to refer to the whole Jewish Bible, its laws and teachings. To Jews, the Torah refers to the Pentateuch- the first five books of the Jewish Bible. There are two different Torah: The Written Torah and the Oral Torah.
Written Torah
To Jews, there is no 'Old Testament', as their bible does not contain what is known as the 'New Testament'. This 'Old Testament' is known to Jews as the Written Torah or Tanakh. It contains the creation story, Abraham's call, the giving of the ten commandments to Moses, slavery in Egypt and the stories leading to the Promised Land. The Torah (first five books) is the most important part of the Tanakh because it outlines the law (mitzvot) given to Jews by God. The word Tanakh is derived from the first letters of the groups of books found in it - Torah (law), Nevi'im (prophets) and Ketuvim (writings). This book is relatively similar to the Christian Bible, but there are significant differences in translation.
Oral Torah
This is the tradition that explains what has been presented by the Written Torah. It explains how to apply the laws of the Torah. The Oral Torah is also known as the Talmud and is believed to have been revealed to Moses, along with the Written Torah, and was preserved orally until it was written - it is referred to as Mishnah. Over the next few years, there were additions to the Mishnah that further explained it. These additions are referred to as Gemara. There are two Talmuds: the Babylonian Talmud and the Jerusalem Talmud. The Babylonian Talmud is more comprehensive and is the one refferered to as 'the Talmud'.
Midrash
The Midrash is a large book composed of sermons by rabbis. The Midrash contains legal and explanatory matter, but is best known for the explanatory matter. It is made up of legends, parables, creative insights and stories that aim at completing the Torah narratives. The Midrash is more accessible to the ordinary person than the Talmud or Tanakh.
Responsa
This is a book made up of thousands of volumes with answers to questions about Jewish law. The Responsa is composed by rabbis who answer specific questions with specific situations and provide the reasoning behind the rabbi's answer.
Zorah
The Zohar (its full name is the Sefer ha-Zohar meaning book of splendor) is the most important book to the Jewish mystics (kabbalists). It is a group of books that mystically discuss the nature of God, souls, sin, redemption and the origin of the universe.