They all fit into the category of internship. Intern year is usually every resident's PGY-1. You're at the bottom of the food chain, and you'll have to do some scut and prove yourself to your seniors and attendings before you get some of that good ole RESPECT. For people moving on to specialities, it serves as a bridge to get some general training prior to starting in whatever you're going into (e.g. neurology, radiology. anesthesia, etc). In this scenario, it is called a "preliminary" year.
Preliminary years come in many varieties - preliminary medicine, preliminary surgery, transitional, preliminary pediatrics, preliminary OB/Gyn, etc... I'll speak from a neurology training standpoint, as that is most pertinent on this forum.
Most neurology programs will want you to do a preliminary medicine year. This is usually the same as being a medicine intern. Preliminary surgery years do NOT count for neurology training. Transitional year is another type of preliminary year that has much more elective time. To a certain extent you can pick what rotations you want to take, and they are usually a bit more "cush." For neurology trainees, it hardly makes a difference, because of ACGME requirements - you're still going to do a bunch of medicine rotations.
Therefore, in summary:
Internship = PGY-1 = Preliminary year (if you are matching an advanced program/specialty - derm, ophtho, rads, gas, neuro, etc.)
Prelim years can be divided into TY, medicine, and surgery - which one you do depends on what you're going into.