They are all transverse waves. They can all travel at the speed of light. Able to travel through a vacuum or through a medium. Formed by oscillating magnetic and electric fields. While all light across the electromagnetic spectrum is fundamentally the same thing, the way that astronomers observe light depends on the portion of the spectrum they wish to study. For more information you can refer this link.
http://imagine.gsfc.nasa.gov/docs/science/know_l2/emspectrum.html