May I suggest to open the rulebook once in a while? These really are very basic questions... If you do not have a rulebook, go buy one or take a look on the usga or R&A websites.
In short, always count the stroke that got you into trouble and:
1. ob (or a lost ball!): must replay from the spot where you originally hit from, no alternatives exist. Add 1 penalty stroke.
3. yellow stakes. Water hazard. 3 options:
- play it as it lies (no penalty, don't ground the club though)
- go back to original position (+1 penalty stroke)
- drop on a straight line back from flag to where the ball last crossed the boundary of the hazard (+1 stroke penalty) .
2. red stakes. Lateral water hazard. 4 options, see yellow plus:
- drop a ball not nearer to the hole max. 2 clublengths from where the ball crossed the boundary of the hazard or same on other side of the hazard, counting from a point on the border at the same distance to the hole (+1 penalty stroke)
4. unplayable ball. Always add 1 penalty stroke. 3 options:
- go back to where you played the original ball from
- drop within 2 clublength not nearer to the hole from exact position of the unplayable ball itself
- drop backwards on the line from flag to ball.
5. unmarked hazard is the same as a water hazard or it is in a bunker. in case of the latter, play it as it lies or declare unplayable. If you decide to declare unplayable, all rules for unplayable ball apply but you cannot drop outside the bunker. Never ground your club in the bunker, do not remove or touch natural stuff like twigs or leaves. Check the local rules for status of stones in bunkers, if nothing mentioned you may not touch or remove them either.