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All of them are test doubles and are used for unit testing.

A dummy object is a fake argument that is not really used and has no effect on the test.

A stub object is an object with hard-coded values to be returned. It has no logic as it is state-oriented. It requires the use of methods like when() to prepare the object.

A fake object has implementation with shortcuts. So it's just a simplified version of the production code. It's usually used in integration testing more than unit testing. For example to access an in-memory version of the production database.

A mock is a behaviour oriented object used to assert interactions. It allows to use methods like verify() to assess the interactions.

Finally, a spy is a behaviour oriented object used to assert interactions, but it's different from the mock, as it delegate and monitor calls to real objects.