PKCS #1: PKCS #1 defines mathematical definitions and properties of RSA public and private keys.
PKCS #7: PKCS #7 is the Cryptographic Message Syntax (CMS) for storing signed and/or encrypted data. PKCS #7 files can be stored as DER or PEM format.
PKCS #8: PKCS#8 is a syntax for storing private key information.
PKCS #11: PKCS #11 is the programming interface for cryptographic tokens (like smart cards).
PKCS #12: PKCS #12 is the file format for storing a private key and its certificate and/or certificate chain. The file may be encrypted and signed. Its extension can be .p12 or .pfx, though p12 is actually the successor to pfx. P12 files can be created with OpenSSL or with Java’s keytool (see my post about how to do that here).