Acronym: An abbreviation, pronounced as a word, consisting of the initial letters of a multiword name or expression. It can consist entirely of uppercase letters (NASA) –thought British English has adopted an initial-cap style, which is employed in American English for longer acronyms like Nasdaq — or lowercase letters (radar); the latter are also known as anacronyms.
Anepronym: A trademarked brand name now used generically, such as aspirin or kleenex.
Antonym: A word distinguished from another with an opposite meaning, such as large, as compared to small. There’s also a class of words called autoantonyms, contranyms, or contronyms, single words with contrasting meanings, like oversight, which can mean either “responsibility for” or “failure to be responsible for.”
Eponym: A proper or common name deriving from another name, as San Francisco (in honor of St. Francis) or many scientific terms, such as watt (named after James Watt) and volt (from Allesandro Volta).
Heteronym: A word spelled the same way for different meanings, such as wear (to clothe oneself) as opposed to wear (to atrophy); sometimes, as in this case, however, they have the same origin. A heteronym can be pronounced differently depending on meaning, such as bass, the musical instrument, and bass, the fish; this type of word is also called a heterophone.
Homonym: A word pronounced or spelled the same but different in meaning, like hi and high (also called homophones). Bass, referred to above, is both a heteronym and a homonym. (Does that make it a binym or a duonym?) The homonym sow, which can mean a female animal such as a pig or can refer to planting seeds, is also a homograph, meaning that not only its pronunciation but also its origin and definition can differ.
Metonym: A term that identifies something by its association: Articles about Microsoft often used to refer to the company metonymically as Redmond, the city in Washington State where its headquarters are located, just as Washington stands in for the U.S. government.
Pseudonym: A name adopted by an author, such as Charles Lutwidge Dodgson’s use of Lewis Carroll. In a literary context, this is often referred to as a nom de plume (“name of the pen”). A related term is nom de guerre (“name of war”), originally in reference to French Foreign Legion enlistees who masked their identities but since then employed by guerrilla fighters to avoid reprisals against their families. Other examples of pseudonyms include stage names (performing arts), ring names (professional wrestling), and handles (computer hacking, or CB or ham radio operation).
Synonym: A word with the same meaning as another, such as small, as compared to little.
Toponym: A place name, whether it retains capitalization, or is lowercased in generic usage, such as burgundy.
Dozens of other -nym words exist — many for, as you might imagine, obscure classes of words.