United Kingdom (UK)

Great Britain (England, Wales, Scotland) and Northern Ireland.
Before 22 December 1922 Great Britain also included all Ireland for immigration law purposes.

Common Travel Area

The United Kingdom, Republic of Ireland, the Isle of Man and the Channel Islands.

Channel Islands

Guernsey, Jersey, Sark and their dependencies.
For a full list, see http://en.wikipedia.org/wiki/Channel_Islands.
Jersey and Guernsey each have a government that administers immigration and issues passports.

European Union (EU)

The following countries are currently members of the European Union:

AustriaBelgiumBulgaria

Croatia

Cyprus

Czech Republic

Denmark

Estonia

Finland

France

Germany

Greece

Hungary

Ireland

ItalyLatviaLithuania

Luxembourg

Malta

Netherlands

Poland

Portugal

Romania

Slovakia

Slovenia

Sweden

United Kingdom

Schengen Area

The Schengen Area currently comprises Switzerland, Iceland, Liechtenstein, Norway and Switzerland, and all countries in the European Union except for Bulgaria, Croatia, Cyprus, Romania, the United Kingdom and Ireland.
A Schengen visa has no advantages for entering the UK or Ireland.

European Economic Area (EEA)

The European Economic area currently comprises Iceland, Liechtenstein and Norway and the European Union.