I don't really know about the normal maps, but bump and displacment maps I can help shed a little light on.

Bump maps create an illusion of depth. They produce changes in colour to create shadows and highlights without actually having any real geomtery.

Displacment maps do actually produce a geometry change, it can be considered that its a map to push and pull vertices along the normal axis. I'm not sure exactly but i think it also works a little like sub-d levels as well. If a model doesn't have dense enough geometry to undergo the change, extra geometry is added in that area.

Maya help has a little section on it, which is practically where i got this from check it out under the tex and rendering section I think.