With PADI (and most certification agencies), you start out with Open Water and then there are some follow-on courses you can take, but are not required to take.
Then there are "elective" speciality classes you can take on certain subject, such as night or wreck diving.
Example--
----------------
Open Water
Advanced Open Water
Rescue
Master Scuba Diver
Specialty classes example:
--------------------------
night diving
wreck diving
nitrox
equipment specialist, etc.
Now, you don't have to have taken a wreck diver class to dive a wreck, or
have taken a boat diver class to do boat dives. These are just classes that
are available if you want a "formal class". You will however need to take
the Nitrox class before you can do Nitrox diving....
you can look at these classes here
http://www.padi.com/english/common/courses/rec/continue/
In my opinion, some of the specialties are kinds a joke and some are
very good (regardless of agency).
One other note though, some dive shops won't let regular open water certified
divers on deep or advanced dives unless they have AOW or can show log-book
proof that they've done such dives recently.
hope all that helps.