Are triglycerides fat?
Fats include free fatty acids and their compounds with glycerol: mono-, di- and triglycerides.

In a cooking context, fats refer to solid fats, and oils to fats that are liquid at room temperature. Most of them contain triglycerides.

Fats belong to a broader group--lipids--, which are substances that are usually not soluble in water and usually soluble in certain organic solvents, such as ether or acetone. Besides fats, lipids include sterols (cholesterol, plant sterols), waxes, lipid-soluble vitamins (A, D, E, K) and steroid hormones (aldosterone, corticosterone, etc).

Examples of complex lipids are phospholipids, glycolipids and lipoproteins.

Fats and lipids are often used as synonyms. However, you usually say dietary fats and blood lipids.

http://www2.chemistry.msu.edu/faculty/reusch/VirtTxtJml/lipids.htm
http://biology.about.com/od/molecularbiology/ss/lipids.htm