Ethnic group =  a human population sharing historic memories and a myth of common descent.
Most often, it is also endowed with a unique, distinguishable culture and a set of specific customs.
[In the USA, it refers specifically to immigrant communities, as opposed to the American host 'nation']

                     Ethnicity = identity with one's ethnic group.

Ethnie = same as an ethnic group, but referring to a larger entity (A. D. Smith).

Nation = A human population sharing historic memories centered on a myth of common descent. It is distinguished from an ethnie for its relation to political power: that is, it possesses, or aspire to possess, a state of its own.  It can also be attached to an established territory (but there are exceptions: Roma/Gypsies and some diasporic communities) and a 'public' (shared) culture.

Nation-state = a state which claims to represent a single homogeneous nation. It is mostly a rhetorical fiction and a political device, since there are no true nation-states (compare the most ethnically 'homogeneous' nation, South Korea, with the most ethnically heterogeneous, Tanzania)

Nationalism = an ideology and a socio-political movement for attaining political autonomy (or sovereignty) on behalf of a given human group defined as an actual or potentialÝ 'nation'. Often, it encompasses (and is synonymous with) a movement for maintaining cultural identity.

Nation-Building = a top-down, elitist political process of constructing a 'nation'Ý by using the institutions of the state (ex. building communication networks, a public school system in a single 'national' language, a road and/or railway infrastructure, and so on), all with the single overriding goal of centralizing the decision-making process and extending government's control over the subject population)

Ethnonationalism = same as nationalism, but with an explicit stress on the ethnic dimension (as opposed to other stresses: on the political, cultural or civic dimension).

Patriotism = attachment and loyalty to the state and its 'civic' institutions (rather than to the nation).
 
 

For a more expanded and detailed  glossary of the terms used in the study of nationalism and ethnic conflict, se Fred Rigg's 'Ethnic-L'.