AlertDialog: It is an alert dialogue box that supports 0 to 3 buttons and a list of selectable elements.
ProgressDialog: It is an extension to AlertDialog. We can add buttons to it. It shows a progress wheel or a progress bar.
DatePickerDialog: It is used for selecting a date by the user.
TimePickerDialog: It is used for selecting time by the user.
Learn more about Android in this Android Course!