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They are all authentication and/or authorization protocols for decentralized services. They solve the problem of accessing different servers with the same login.

SAML is a enterprise single-sign-on (SSO) authentication and authorization protocol. This means that the user logs once and accesses multiple servers. Well known implementations are OneLogin, Centrify or OpenSAML.

Kerberos is a LAN enterprise single-sign-on authentication and authorization protocol. Essentially it is like SAML, but not for internet.

OpenID is a consumer non-SSO distributed authentication and authorization protocol. Unlike SAML, it accepts authenticated users from untrusted servers.

OAuth is a SSO distributed authorization only protocol. OAuth has been specifically designed to be used in internet.