Cross Country Skiing (where they ski, then shoot ****, then ski some more) - Cross Country Skiing is just what it says, they ski cross country. The Biathlon is the sport where they ski for a while then shoot something then ski some more.
The Super G, or whatever the skiing is where they haul *** down the mountain - The Super G is fast but with wide arcing turns. The Downhill is pretty much what it says, not many turns.
I had forgotten about the bobsled. That's pretty cool. Also, the one where they ride down the bobsled track feet first on their backs on a sled is too.