Country of origin and/or grains used.
Scotch is from Scotland. Whisky is the general category of spirit (whiskey in Ireland). Bourbon is made with a high percentage of corn which makes it sweeter.
Rye is also a type of whisky made with rye that gives it a bit of a spice note.
What glenn said. Its primarily regional.
Burbon is sweeter, rye has some kick ( i prefer it if i'm not drinking scotch ), whisky is a roughly generalized descriptor for that catagory of booze and scotch is specifically scottish thing ( i prefer the heavily peaty stuff that tastes like you're drinking a campfire)
