Herod the Great: This is the Herod who sought to manipulate the Magi from the East so that he could kill the Christ Child who had been acclaimed as King of Jews. Herod the Great is responsible for the martyrdom of the Holy Innocents.
Herod Antipas ("the Tetrarch"): The son of Herod the Great. He married Herodias who was still the wife of his half-brother Philip. This is the Herod who is responsible for the martyrdom of St. John the Baptist. On Good Friday, Pilate send Christ to Herod Antipas. Herod Antipas was banished to Gaul (modern day France) where he died in A.D. 39.
Herod Agrippa: Grandson of Herod the Great through Herod's son Aristobulus IV. Herod Agrippa was thus the nephew of Herod Antipas. This is the Herod of the Book of Acts. He is responsible for the martyrdom of St. James the Greater and the imprisonment of St. Peter in Jerusalem. Acts 12 records that shortly after this, Herod Agrippa died and was "eaten by worms" in about A.D. 44.