Meteors are streaks of light produced by meteorites entering the Earth's atmosphere.
Meteorites are chunks of rock which have impacted the Earth.
Meteoroids are these same chunks of rock before they enter the atmosphere. They are usually smaller than a meter across and can be made of rock or iron. Asteroids are found not only in the 'asteroid belt' between the orbits of Mars and Jupiter, but are also large bodies that can cross the orbit of the Earth. They are very large bodies over a few meters in diameter up to several hundred miles across. When they strike the Earth, they are still called asteroids.