A meteor is the kind of rock that is around Earth's atmosphere. They usually burn up in Earth's atmosphere when they get into the pull. If a meteor hits Earth then it is not considered a meteor, it will then be called a meteorite.
Comets' tails point away from the sun. They travel in a highly elliptical orbit around the sun.
Meteoroids are in deep space and usually stay there. Sometime it is made of dust from a comet.
Meteorites is a rock that hits Earth. It can't be called a meteorite if it doesn't hit Earth.
Asteroids are bigger chunks of rock. They orbit in a belt called the Asteroid Belt between Mars and Jupiter.