Our customers and us use these terms interchangeably when referring to the actual programs that gather data from various sources.
They all mean the same to us and you.
There is no real industry definition for these terms and obviously they have been borrowed from the real world.
In each case they refer to one or more programs that crawl, or spread their webs like a spider or scrape the data they find.
If we want to get really specific, you can argue that spiders and crawlers are just that - they go around crawling the website or spidering through it. The scrapers on the other hand just scrape what has been crawled. These actions are so intertwined that it is hard to separate them.
When you are crawling, you are also scraping for the next link to crawl, so in essence the crawler is also scraping.
Another distinction could be that a scraper or spider just crawls whatever it finds and isn't smart enough to look for specific data instances. The counter argument to that is that the crawler is smart enough to look only for links and crawl them so there is some intelligence built into the crawler albeit minimal.
The debate continues ....