The words are interchangeable to many people, but in my own learning, I was taught that to be jealous is to feel as if you own something (or someone), and you don't want anyone else to have it. I have always believed envy to be more something like "Oh, I wish I could have that too," or "I wish I could do that too," but not necessarily meaning that I want to deprive the other person of their experience.
That being said, I rarely see or hear anyone saying, "I envy you!" and almost always hear "I'm so jealous!" in response to something like the examples you gave.