Barn Swallow (Seen in The Woodlands, TX)

Males have darker breasts and throats than the females. The barn swallow's long, very forked tail distinguishes it from other. 
With this buffy breast and shorter tail, this is probably a juvenile. We took several photos, but very soon, he told us to "buzz off!"
Cave Swallow (Seen in The Woodlands, TX)
These swallows look like the Barn Swallow, but their tail is flat across the end, not split.
Cliff Swallow (Seen in The Woodlands, TX)

The Cliff Swallow is different from all other swallows EXCEPT the Cave Swallow because of its pale orange rump and square tail.

The Cave Swallow is similar, but usually has a chestnut forehead and light throat. 

Interesting facts: 

"Females are known to lay eggs in its own nest and then carry one of the eggs in its bill and put it in another female's nest.

"When young leave their nests they congregate in large groups called creches. A pair of swallows can find its own young in the creche primarily by voice." (From Field Guide to Birds of North America)

Purple Martin (Seen in The Woodlands, TX)
 At 8 inches, the Purple Martin is one of our more popular swallows. The males are completely dark glossy blue-black; the females and juveniles are gray underneath with paler bellies. Many females (see photo) also have a faint collar around the neck.
Purple Martins eat a prodigious amount of insects, although there is some question about how many mosquitoes they might consume.