以前也没研究过这些，很多时候也搞不太清楚他们之间的关系，今天把以前遇到的问题一一揭开
.Z
Unix Shell的一个程序compress基于LZC算法将文件压缩，typically，被压缩的文件后缀是.z。 Most tar programs will pipe their data through compress when given the command line option "-Z".
ZIP
ZIP是一种支持无损压缩的文件格式，A .ZIP file may contain one or more files or folders that may have been compressed. The .ZIP file format permits a number of compression algorithms. The format was originally created in 1989 by Phil Katz, and was first implemented in PKWARE's PKZIP utility, as a replacement for the previous ARC compression format by Thom Henderson.
ARC
ARC是一种压缩和archive的文件格式（有同名的程序arc用于handle这种文件格式）。
在1980s的晚期，ARC的发明人SEA和ZIP的发明人Phil Katz Software打一场官司，SEA告Katz侵权，后来法庭调解，双方互相licence对方使用彼此兼容的程序。该案结束后，BBS上掀起对这件事的大讨论，更多的人认为SEA使用追溯的方法试图将ARC搞成封闭的和私有的。认为SEA是在以大欺小，尽管他们都是home-based的小公司。结果就是ARC格式迅速衰落，大家都转向使用ZIP，抛弃了ARC。
TAR(.tar)
起源于 Tape Archive。是一种文件格式（有同名的程序tar用于handle这种文件格式）。 最初的设计目标是为了把数据顺序化地写到tape以做备份。tar is now commonly used to collect many files into one larger file for distribution or archiving, while preserving file system information such as user and group permissions, dates, and directory structures. 也就是tar能够保持文件所处的文件系统的信息。详情见tar。
gzip
gzip是一种无损压缩的文件格式（同名的程序gzip用于handle这种文件格式）。gzip is based on the DEFLATE algorithm, which is a combination of LZ77 and Huffman coding. DEFLATE was intended as a replacement for LZW and other patent-encumbered data compression algorithms which, at the time, limited the usability of compress and other popular archivers.
gzip is not to be confused with the ZIP archive format, which also uses DEFLATE. The ZIP format can hold collections of files without an external archiver, but is less compact than compressed tarballs holding the same data, because it compresses files individually and cannot take advantage of redundancy between files (solid compression).
bzip2
bzip2 is a free and open-source file compression program that uses the Burrows–Wheeler algorithm. It only compresses single files and is not a file archiver. It is developed and maintained by Julian Seward.
Like gzip, bzip2 is only a data compressor. It is not an archiver like tar or ZIP; the program itself has no facilities for multiple files, encryption or archive-splitting, but, in the UNIX tradition, relies instead on separate external utilities such as tar and GnuPG for these tasks.
RAR
RAR是一种私有的文件格式，有俄国人发明，支持压缩、错误恢复和文件分割(file spanning)。
总结
这篇文章只是一小部分，看看Wiki上对压缩格式的比较吧，很全面 http://en.wikipedia.org/wiki/Comparison_of_archive_formats