A ROAD is a wide way leading from one place to another, esp. one with a specially prepared surface that vehicles can use. It is more of a general term (avenues, boulevards, and streets are all types of roads).
A BOULEVARD is a wide street in a town or city, typically one lined with trees.
A STREET is just a public road in a city or town, typically with houses and buildings on one or both sides.
An AVENUE is a broad road in a town or city, typically having trees at regular intervals along its sides.
Sources: New Oxford American Dictionary