At least in North America I would consider these to be the more common encountered engineered wood products. Note: While some of the pictures are large this is be design so everyone ( Some people are better at seeing than others ) will be able to see the detail. There might be different regional names for these which I can add later assuming they are correct.
MDF
Alternate Names: Medium Density Fibreboard
Appearance: Uniform appearance and usually perfectly flat. Close inspection will show the small fibers that make up the boards composition. Typically brown but can come in other colours, like blue and red, to represent special properties.
Further Reading: Wikipedia article on MDF

Image from CapriCoast
OSB
Alternate Names: Oriented Stand Board, Sterling Board, Aspenite, Pressboard1
Appearance: Non-Uniform pattern across all dimentions. Easiest way to tell is the face has the varying coloured(browns, oranges and reds) and shaped wood flakes.
Further Reading: Wikipedia article on OSB

Image from Wikipedia
Plywood
Alternate Names: N/A
Appearance: The face of plywood will look very similar to that of flat-sawn wood. There will almost always be seen repeating pattern of knots and grain. The side will usually show the plies of similar height like stacked paper. It is likely that some plywoods will have those plies not perfectly parallel throughout the entire board.
Further Reading: Wikipedia article on Plywood

Image from Wikipedia
Particle Board
Alternate Names: Chipboard
Appearance: The face should be nice and flat but the easiest is to look at the sides where you will see the large (by comparison to something like MDF) wood chips. It is also expected to see hole from where chips were removed from the cutting process.
Further Reading: Wikipedia article on Particle Board

Hardboard2
Alternate Names: High Density Fiberboard, Masonite (Brand Name)
Appearance: Very similar to MDF in appearance but is usually thinner stock. A specific brand of hardboard called Masonite has that hash appearance seen on one side in the picture. Normal hardboard has two clean flat faces.
Further Reading: Wikipedia article on hardboard

Image from Stinson Lumber
Comments
I don't normally like linking to Wikipedia but most of the good images came from there. Also manufacturer sites can be biased as well. The whole point of this was mostly the pictures anyways.
Notations from above:
I'm pretty sure pressboard is a synonym for OSB but I won't stake my career on it.
Hardboard was the only one I was fuzzy about. Perhaps its just MDF? It's like the backing you would see on bookcases and what not.