This article is from the U.S. Civil War FAQ, by Justin M. Sanders email@example.com with numerous contributions by others.
Here is a list of the various ammunitions used in the war. The main
division is between shot (did not carry its own explosive charge) and
shell (carried an explosive charge).
1. solid shot-- the standard cannon ball (or bullet shape in the in case
of a rifled gun)
2. canister-- smaller shot placed in a sheet iron cylinder. The
cylinder disintegrated when the gun was fired.
3. grape-- smaller shot layered between iron plates and held together by
a central bolt. Presumably the bolt broke when the gun fired allowing the
shot to scatter. Examples of grape shot can be seen in  pp. 76, 76,
4. quilted grapeshot-- small shot covered in canvass and tied up with
rope which a gave it a quilted look. An example of quilted shot can be
seen in , p. 177.
5. chain shot-- two shot joined by a chain. Used to destroy rigging of
6. bar shot-- two shot joined by a solid bar (like a dumbbell). Used to
destroy rigging to sailing ships.
7. red hot shot-- shot heated before firing. Used to start fires on
1. standard shell-- hollow iron projectile filled with explosive
2. shrapnel shell-- hollow iron projectile filled with explosive and with
small solid shot which scattered upon explosion. The spherical version of
this was called "spherical case" or simply "case." The term "case" was
also used for the name of the class of rounds which scattered small shot,
thus canister, grape, and spherical case were all classified together as
"case shot." (confusing, isn't it?)
Shell was fitted with either a timed fuse (which ignited the charge
after some fixed delay) or a percussion fuse (which ignited the charge
Standard solid shot and standard shell were primarily for destruction
of materiel (viz. fortifications or ships). Canister, grape, quilted shot
and shrapnel were used against personnel. However, there were also
varieties of (non-shrapnel) shell designed for use against personnel (the
hollow was shaped so the shell would split into a relatively few large
pieces about the size of small shot).
 "Ammunition", in Encyclopaedia Britannica, 11th ed (1911).
 F.T. Miller, ed., "Photographic History of the Civil War," vol. 5,
"Forts and Artillery" (1957 edition).
 "Historical Times Illustrated Encyclopedia of the Civil War"