A pub is short for public house. It is a place where drinks are sold to be consumed on the premises.
A Tavern is a place where alcohol is served with food.
A Bar is pretty much synonymous with pub, however it also refers to a long bar at which stools are arranged for sitting.
A Saloon is a room with tables where drinks are served rather than at the bar.
A pub, bar and saloon are almost the same thing. All bars are pubs, not all pubs are bars. All saloons are pubs, not all pubs are saloons. Let's go have a drink.