Class Diagram:

A class diagram shows a set of classes, interfaces, and collaborations and their relationships. These diagrams are the most common diagram found in modeling object-oriented systems. Class diagrams address the static design view of a system. Class diagrams that include active classes address the static process view of a system.

Object Diagram:

An object diagram shows a set of objects and their relationships. Object diagrams represent static snapshots of instances of the things found in class diagrams. These diagrams address the static design view or static process view of a system as do class diagrams, but from the perspective of real or prototypical cases.

Use Case Diagram:

A use case diagram shows a set of use cases and actors (a special kind of class) and their relationships. Use case diagrams address the static use case view of a system. These diagrams are especially important in organizing and modeling the behaviors of a system.

Activity Diagram:

An activity diagram is a special kind of a statechart diagram that shows the flow from activity to activity within a system. Activity diagrams address the dynamic view of a system. They are especially important in modeling the function of a system and emphasize the flow of control among objects.

Quick Summary:

Class Diagram: Structure of the system (classes, attributes, methods).

Use Case Diagram: User interactions with the system (functional requirements).

Activity Diagram: Workflow of processes (step-by-step actions and decisions).

Object Diagram: Specific object instances at a given point in time (system state).

Use case and activity are Behavioral Diagrams. whereas, Class and Object diagrams are Structural Diagrams.