Differences between types of Italian coffee
This image (from visual.ly) shows the difference between the mixture of ingredients and (possible) cup sizes of various sorts of coffee, including the ones you asked for:



A (caffè) lungo is 'just' an espresso prepared with more (twice as much) water than usual, making it less intense.

A caffè corto, more commonly called ristretto, is the opposite: less water (half as much) is used in preparation than with a normal espresso, making it even more intense.

For the macchiato, milk foam is added to an espresso; a cappucino has milk foam and steamed milk added to it.

Another important difference, when you're in Italy, is that you don't order a cappuccino after 10am.