I'll throw in some example sentences to help flesh it out a bit
Hay = there is/are
Hay un gato = There is a cat
Hay tres tazas = There are three cups
Hubo = past tense version of "there is", one time occurrence
Hubo un accidente = There was an accident
Habrá = future tense version of "there is"
Habrá música y luz = There will be music & light
Había = past tense version of "there is", recurring occurrence
Había muchos accidentes en ese barrio = There were many accidents in that neighborhood.
Haya = I'm not really familiar with this one, I'll defer to the other guys on this.
Also, these are just some usages of the verb Haber.
The verb is commonly used as "to have done something"
Yo he comido = I HAVE eaten
Nosotros hemos comido = We HAVE eaten
Usted ha estado aquí por tres meses = You HAVE been here for three months
Ella nunca había comido pollo frito, antes de la semana pasada = She HAD never eaten fried chicken, before last week
Él habrá visitado China = He WILL HAVE visited China
Tú habrías ido = You WOULD HAVE gone