Some refugiums are sometimes in-tank as well, which is sort of the opposite of the sump idea (which is to have extra water volume). Refugiums also tend to be a lot smaller. Sometimes a sump is partitioned to have a section that is essentially a refugium.
Wet/dry filters are similar to sumps. Sometimes they are called wet/dry sumps. A basic sump is just an extra body of water where you can put stuff. For example, you can put a bulky skimmer in a sump, put heaters down there, etc. A lot of wet/drys I've seen look like sumps with just some extra partitioning going on, but I have seen others, usually smaller ones, that don't really have that kind of open space and were heading more towards looking like exceptionally large canister filters.