A coach is someone who helps you achieve your highest and best self. Coaching work is usually present and future focused, aiming to help you identify and achieve a desired future state. A coach can help you manage your career, navigate complex organizations, and learn the basic blocking and tackling of leadership.
A mentor is someone who helps you advance inside an organization or an industry. For example, while a coach may be able to advise you on the types of people you should connect with to advance your career, a mentor will be able to actually identify names and, often, make introductions. While a coach will help you understand the general nuances of complex organizations, a mentor will help you understand the specific nuances and politics of your organization.
A consultant is someone who brings to the table a broad range of training and experience in complex organizations to help you solve problems. They are good at helping you fix issues and achieve results. With many years of experience in an array of organizations and industries, I sometimes slip into consulting mode during coaching sessions. I do my best to let you know which hat I am wearing at any given time.
A therapist is a is a licensed mental health professional who helps people develop better cognitive and emotional skills, reduce symptoms of mental illness and cope with various challenges. While a coach in the present with an eye towards the future, a therapist helps you examine repeated patterns and behaviors and heal the past. (For more on the amazing depth of work that a therapist can do, see What Is a Therapist [Psychotherapist]? – The Complete Definition.)