bitcoind, and bitcoin-qt are all part of the same program. Bitcoind and bitcoin-qt are both Bitcoin Core and do the same thing except that bitcoind has no GUI. Both are part of the Bitcoin Core project and referred to as Bitcoin Core. Both share a large amount of code and are full nodes.
bitcoin-tx is a utility that is part of the Bitcoin Core project that allows you to create, modify, and sign raw transactions.
bitcoin-cli is a utility that is part of the Bitcoin Core project that allows you to interact with the headless (i.e. no stdin input, no gui) bitcoind and a bitcoin-qt if -server is set.
bitcoinj is a Java library for using Bitcoin. It does not have full node capability and is primarily used for Android apps and lightweight clients.