A UniformResourceIdentifier (URI) is a short string that identifies a resource(normally on the WorldWideWeb, but also covering identifiers such as ISBN codes). URIs are defined in RFC2396, which is currently being redrafted (the redraft is much easier to read and understand than the original). URIs that begin with "http:", called HTTP URIs, are the most commonly encountered. The term URL(UniformResourceLocator) has been, officially speaking, abandoned. One class of URI is the URN (for UniformResourceName); these are easily identified because they begin with "urn:". URNs are not necessarily usable for retrieval; they are designed to name (identify) rather than locate. There is little consensus in the community as to when URNs, as opposed to HTTP URIs, should be used to identify resources, many feeling that HTTP URIs are just as appropriate in nearly every case, others that URNs have an important role.
"mailto:" URIs are also likely to appear in the context of log entries. Originally defined to identify a mailbox, mailto: links are typically interpreted by browsers, upon being activated, as an instruction to start composing mail to the specified address.
When something has a URL, it is, de facto, part of the WorldWideWeb (but not de jure. URLs can, for example, describe phone numbers like: "tel:+44.8009999" http://www.w3.org/Addressing/schemes.html).
More information can be found at http://www.w3.org/Addressing.
[MichaelBernstein] Tim, you orphaned the UniformResourceName and UniformResourceLocator pages. Please update those as well, and re-link them as appropriate from here.
[JimDriscoll] I don't think "URL" is officially deprecated; if I recall correctly, URI is simply a superset or URNs and URLs (RFC2396 section 1.2). However, most standards refer to URIs so as not to unnecessarily exclude one subset or the other. A URN could be used to find a resource (if you had a suitable search utility) but I expect is usually used to compare against known values, as with the PUBLIC identifier in an HTML DTD. You could use a URN like: "x-category:movies/videos/reviews". Also, as the http: scheme is only valid for URLs (you can't have an http: URN as far as I know), it may be more useful to refer to them as HTTP URLs, not as HTTP URIs.