The Vedas are the ancient scriptures or revelation (Shruti) of the Hindu teachings. They manifest the Divine Word in human speech. They reflect into human language the language of the Gods, the Divine powers that have created us and which rule over us.

There are four Vedas, each consisting of four parts. The primary portion is the mantra or hymn section (samhita). To this are appended ritualistic teachings (brahmana) and theological sections (aranyaka). Finally philosophical sections (upanishads) are included. The hymn sections are the oldest. The others were added at a later date and each explains some aspect of the hymns or follows one line of interpreting them.

The great compiler of the Veda and Puranas was Vyasa Krishna Dwaipayana. He was said to be the twenty-eighth of the Vyasas or compilers of Vedic knowledge. He was somewhat older than the Avatar Krishna and his work continued after the death of Krishna. Perhaps he is symbolic of a whole Vedic school which flourished at that time, as many such Vedic schools were once prominent all over India and in some places beyond.

The Rig Veda is the oldest of the Vedas. All the other Vedas are based upon it and consist to a large degree of various hymns from it. It consists of a thousand such hymns of different seers, each hymn averaging around ten verses. The Rig Veda is the oldest book in Sanskrit or any Indo-European language. Its date is debatable. Many great Yogis and scholars who have understood the astronomical references in the hymns, date the Rig Veda as before 4000 B.C., perhaps as early as 12,000. Modern western scholars tend to date it around 1500 B.C., though recent archeological finds in India (like Dwaraka) now appear to require a much earlier date. While the term Vedic is often given to any layer of the Vedic teachings including the Bhagavad Gita, technically it applies primarily to the Rig Veda.

The Rig Veda is the book of Mantra. It contains the oldest form of all the Sanskrit mantras. It is built around a science of sound which comprehends the meaning and power of each letter. Most aspects of Vedic science like the practice of yoga, meditation, mantra and Ayurveda can be found in the Rig Veda and still use many terms that come from it.

The Sama Veda is the Yoga of Song. It consists of various hymns of the Rig Veda put to a different and more musical chant. Hence the text of the Sama Veda is a reduced version of the Rig Veda.

Its secret is in its musical annotation and rendering. The Sama Veda represents the ecstasy of spiritual knowledge and the power of devotion. The Rig Veda is the word, the Sama Veda is the song or the meaning. The Rig Veda is the knowledge, the Sama Veda its realization. Hence the two always go together like husband and wife. The Rig Veda is the wife and the Sama is the husband.  

The Yajur Veda seen by the outer vision is the Veda of ritual. On an inner level, it sets forth a yogic practice for purifying the mind and awakening the inner consciousness. 

Several versions of the Yajur Veda exist, which differ in a number of respects.  It was the main Veda used by the priests in ancient India and has much in common with the Egyptian Book of the Dead.

Its deities are the same as the Rig Veda. The purpose of the ritual is to put together and recreate within ourselves the Cosmic Man or Indra. The ritual is to recreate the universe within our own psyche and thereby unite the individual with the universal. Its series of sacrifices culminate in the Atmayajna or the self-sacrifice wherein the ego is offered up to the Divine.  While the lesser sacrifices win the lesser worlds, the Self-sacrifice wins all the worlds and gains the greatest gift of immortality.

The Atharva Veda is the last of the Vedas. It has not always been accepted as a Veda, which are often spoken of as three.  It still contains many hymns from the Rig Veda but also has some more popular magic spells which are outside of the strictly ritual-knowledge orientation of the other Vedas.

Like the Rig Veda it is a collection of hymns but of a more diverse character, some very exalted like the Rig Veda others of more common nature. As such it gives us a better idea of the life of common people in Vedic times.

You can find in detail about the Holy Vedas in English translation in http://www.sacred-texts.com/hin/yv/ There are Yajur Veda ,Rig Veda and Atarva Veda translated by A.B.Keith , and Sama Veda translated by Maurice Bloomfield from the Sanskrit text.