On Silverlight, Wikipedia tells us (emphasis mine):
Microsoft Silverlight is an application framework for writing and running rich internet applications, with features and purposes similar to those of Adobe Flash. The run-time environment for Silverlight is available as a plug-in for web browsers running under MS Windows and Apple OS X.
And on WCF RIA Services, MSDN tells us (emphasis mine):
WCF RIA Services simplifies the development of n-tier solutions for Rich Internet Applications (RIA), such as Silverlight applications.
To create the best user experience, you want your RIA Services client to be aware of the application logic that resides on the server, but you do not want to develop and maintain the application logic on both the presentation tier and the middle tier. RIA Services solves this problem by providing framework components, tools, and services that make the application logic on the server available to the RIA Services client without requiring you to manually duplicate that programming logic. You can create a RIA Services client that is aware of business rules and know that the client is automatically updated with latest middle tier logic every time that the solution is re-compiled.
Silverlight is an application development platform that's very similar to Adobe Flash and WCF RIA Services is a set of components and a software development toolkit that provides for Silverlight applications to maintain the application logic on both the presentation tier and the middle tier.
As for the various terms you mention, Silverlight applications are of course applications built on Silverlight, and WCF RIA Services applications or WCF RIA applications are applications built on Silverlight that utilize the extended functionality of WCF RIA Services.
You can watch this interesting video and read this related StackOverflow question to learn more about WCF RIA and you can download the stand alone installer for the WCF RIA toolkit from silverlight.net. By the way, WCF stands for Windows Communication Foundation.