For formal modeling, reasoning, and computing there are traditional mathematical tools which are crisp, deterministic, and precise in character. However, there are many complicated problems in engineering, mathematics, physics, economics, etc., that include data which are not always all crisp. The notions like fuzzy set, rough set, vague set, soft set, fuzzy soft set and soft rough set can give us ability to handle problems involving uncertainty. This paper introduces these notions and compares the differences between them.