The main types of region lock are:
PAL, PAL/E - Which covers Europe and Oceania respectively.
NSTC U/C - Which covers the United States and Canada.
NSTC-J - Which covers Japan.
If a game is stated to be Region Free; this means it can be played anywhere regardless of where it was bought. For example a region free game bought in Japan will work on a North American console. This example would not work if the game was region locked to NSTC-J however. Many portable systems have no region lockout, although this is being phased out with more recent portable platforms like the 3DS. Some home consoles (e.g. 3DO, Dreamcast, PS3) have this feature too, meaning all games released are region-free.