A supercharger forces more air into your engine, giving you increased power output. There are two types of superchargers -- positive displacement and dynamic compressors. Positive displacement superchargers deliver a fairly constant level of boost, regardless of engine speed (RPM), while dynamic compressors deliver increasing boost with increasing engine speed.
A turbocharger is a turbine driven forced induction compressor powered by pressure from the engine's exhaust gas. This is in contrast to a supercharger, which is mechanically driven by the engine's crankshaft via a belt. The objective of a turbocharger is the same as a supercharger; to improve upon the size-to-output efficiency of an engine.
Nitrous oxide is an oxidizing agent used to increase an engine's power output by allowing more fuel (usually gasoline or alcohol) to be burned than would normally be the case. Nitrous systems can increase power by as little as 0.5hp or as much as 3,000 hp, depending on the engine type and nitrous system type.