All About Jigs & Fixtures
Jigs are things that hold and move a work-piece in relation to a tool. Often they are designed as carriages that slide. Jigs act as a guide for the tools that cut and shape the wood, and they are ideal for repetitive tasks.

By contrast, fixtures are static devices that hold the wood in stationary position in relation to a tool. Some of the more typical examples of fixtures are fences -- such as a ripping fence on the table saw.

A good way to remember the difference is with the mnemonic:  

"A jig slides; a fixture guides."