In English... (at least in American English):
"-" is "hyphen" or "minus sign". (Minus sign as in 5 - 3 = 2 ("five minus three equals two")). A hyphen is used either within a word (such as brother-in-law or ex-wife) or to separate a word at between syllables the end of a line to prevent from becoming too long, such as Ameri-
"–" (wider than a hyphen). Usually known as a "dash". More formally known as an "en dash" (the width of the N character) or an "em dash" (the width of an M character). It's used as a punctuation within sentences - for example, in a case like this. Or again - if you understand what I mean - in a case like that.
"/" is a "slash". (It's also known as a "virgule" or "solidus" but those are very uncommon terms.)
"\" is a character that came into use with the introduction of computers, maybe 30 years ago. It's called a "backslash" (or "back slash" or "back-slash"). And in fact, the standard slash "/" is now sometimes called a "forward slash" to distinguish it from the new term "back slash". (The renaming of the former "slash" to "back slash" is an example of a "retronym", a word which is invented to describe a familiar thing whose meaning has become ambiguous: http://www.bartleby.com/61/91/R0199150.html
"_" is typically called an "undercore". It's used primarily in computer contexts, and many people would not know its name.
And to complicate things, nowadays, people frequently call a hyphen a slash. The word "hyphen" is falling out of use, except among editors or people who care about these things or who want to make a careful distinction between hyphen and dash. Also, it's quite common in a word-processing context to use a hyphen instead of a dash.
"--" is not a single character, so it doesn't have a name. When I first learned to type on a typewriter 50 years ago, a double-hyphen like this was used to write a dash.
This character "|" must have a name, but I don't know it.