Exhibition catalogs (or catalogues) share the works included art exhibits via a printed volume. They often include critical commentary or essays about the exhibition and provide context for the individual works as well as the exhibition as a whole.
Artist catalogs are volumes that share the work of an artist. These could be limited by timeframe, location, topic, etc or attempt to be comprehensive. Editions the include the complete works of an artist are called catalogue raissonés. They can include essays about the artist's work or career or even interviews with the artist.
Collection catalogs depict the holdings of a gallery, museum, or collection within one of these cultural heritage organizations.