They're all a subset of Image Macros.
Basically, an Image Macro is a giant saying (traditionally printed using the Impact font) on top of a picture which reinforces it. To wit:

These are usually employed by the self-appointed "thread police," who try to enforce their will upon a chosen message board to counter their deep-seated insecurities.
Somewhat simultaneously, the image meme began gaining popularity -- the idea is that by repeating an amusing saying and/or providing variations on a theme, a poster can simulate wit and/or entertaining writing. Generally someone will find something that strikes them as funny (Darth Vader's mistranslated caption: DO NOT WANT), and then others who also find it funny will apply the phrase to similar situations. Essentially, these phrases become a simplified net language all their own, where tone and inflection are replaced by the image that backs up the known phrase.

The Oort cloud of memes and image macros seems to be 4chan.org, which is basically the most horrible place on the internet. Somethingawful, Fark, Worth1000, and Ebaumsworld are also sources of these items. I wouldn't recommend visiting these places. Especially 4chan, where people often have gross-out contests with real-life images and stories, then laugh about it.
Anyway, I couldn't sleep, so you all get the crap that's rattling around in my head. Sorry about that.