Here is a list of each one and their creator:
Thaumatrope: created by John Ayrton in Paris in 1862. This was a round card attached to a string, while one side was a a picture of a horse and the other a picture of a man in a riding position. When the card was spun, it seem as if the man was riding the horse.
Phenakistoscope: created by several different inventors in the early 1800's. This was a plate sized slotted disk with sequences of images that when spun, the person looking though the slots of this device saw a moving image.
Zoetrope: created in the 1860's by several inventors and was very similar to the Phenakistoscope. It was a bowl like device with a strip of drawings around the interior circumference. When the bowl was spun, the viewer looked through slots where you could see a moving image. The word Zoetrope resurfaced when Francis Ford Coppola used this name for his production company and studio.
Praxiniscope: developed in the early 1870's by Emile Reynaud. It was almost the exact same things as the Zoetrope only it used mirrors.