A transformer with more turns in its primary than its secondary coil will reduce voltage and is called a step-down transformer. One with more turns in the secondary than the primary is called a step-up transformer. They come in sizes ranging from small ones an inch across, to large ones that weigh hundreds of pounds or more, depending on the voltage and current they must handle. A transformer from the interior of a PC power supply. Note the large heat sink fins above and below it.
Diodes have a multitude of uses.
For example, they are often used in circuits that convert alternating current to direct current, since they can block half the alternating current from passing through. An LED is a diode that is designed to emit light of a particular frequency when current is applied to it. The LED shown is an older, large diode from a system case. LEDs are now more often round and usually smaller. A fuse is a device designed to protect other components from accidental damage due to excessive current flowing through them.