Here is my small contribution seeing as 3SheetsDiesel covered the majority-
Intake Air Temperature Sensor (IAT)
Has a thermistor sensing element that is exposed to the intake air and influences air/fuel ratio’s, spark timing and idle speed control on engines that use the IAT.
Thick Film Ignition Module (TFI)
Used on Fords and is used to turn on and off the primary ignition coil circuit as well as controlling primary circuit dwell time.
Exhaust Gas Recirculation Valve (EGR)
The EGR valve is used to allow a measurable amount of Inert gas into the combustion chamber to help reduce emissions. This Inert gas is also cooler than cylinder temperature. They also help to reduce NOx (oxides of nitrogen)