Well, military is more like a general term. It represents the armed forces of any nation. Army, Navy and AF are just different branches of the armed forces. (eg. US Navy, US Army and USAF). As for Marine, it's an independent amphbious force usually considered as a part of the Navy. Marines are special forces and you don't wanna mess with 'em. The few, the proud..

Simple Military and Army are the same, they both are related to land, Navy and Marine are same, they are related to water and Airforceis related to air.

There are HUGE difference. Consult a dictionary.