These aren't all lists, although they're all collections. Here's a quick summary.
Non-generic collections (API is in terms of object. Values types are boxed.
These are mostly in the System.Collections namespace:
ArrayList: A list of items, backed by an array. Fast random read/write access. Fast add to the tail end, if the buffer doesn't need resizing.
Hashtable: Map from key to value. Keys are unique, values don't have to be. Uses the GetHashCode method to achieve near O(1) read/write access (aside from nasty cases where all items have the same hash, or the backing store needs rebuilding). Iterating over the key/value pairs gives an unpredictable order. (Well, effectively unpredictable.)
SortedList: Like a Hashtable, but the entries are always returned in sorted-by-key order. Stored as a list of key/value pairs.
Stack: Last-in-first-out collection
Queue: First-in-first-out collection
Array: Fixed-size O(1) random-access; non-generic, but has strongly typed forms as well
Generic collections. (Strongly-typed API, will not box value types (assuming suitable T).
These are mostly in the System.Collections.Generic namespace:
List: Like ArrayList
Dictionary: like Hashtable
SortedList: like SortedList
SortedDictionary: like SortedList, but stored as a tree of key/value pairs which gives better performance in many situations. See docs for more detail.
LinkedList: Doubly linked list (fast access to head and tail)
Stack: Like Stack
Queue: Like Queue
ReadOnlyCollection: Like List but giving a read-only view
Possibly the most important collection interface is IEnumerable (and IEnumerable). This represents a sequence of items much like a Stream represents a sequence of bytes. There is no random access, just forward-reading. LINQ to Objects is based on this, and pretty much all collection types implement it.
