The document discusses four main types of firewalls: packet filtering firewalls, application proxy firewalls, stateful inspection firewalls, and circuit-level proxy firewalls. Packet filtering firewalls apply rules to IP packets to forward or discard them. Application proxy firewalls act as a relay for application-level traffic by validating and acting on requests. Stateful inspection firewalls supplement packet filtering with connection tracking. Circuit-level proxy firewalls set up two TCP connections rather than allowing direct end-to-end connections.