Well, that’s EASY. Why the answer is…
…
OK, this requires a bit more thought than I anticipated. Some of the differences are subtle, some are entirely regional (fun fact: Burritos are not eaten in Mexico. They are pretty much straight-up American cuisine.)
Fajitas, at least, seem to always have a particular style of filling. Some kind of seasoned meat (usually steak or chicken, sometimes shrimp depending on the restaurant you eat at) grilled before being served with sauteed onions and peppers.
Burritos, in my mind, usually have rice, and often have beans, along with numerous other ingredients. They also seem to have a tendency to be closed up on the ends.
Tacos are probably the superspecies to burritos and fajitas, basically just being some meat and cheese and veggies served in a tortilla. For me, a taco has always had the hard corn shell. I’ve seen them with soft corn shells or flour shells, but those always struck me as more burrito than taco.
Probably helps that “Burrito” is, just like with “Hot Dog”, a name that more describes the shape of the food than the content (Burrito is spanish for “Little Burro”, but will almost never contain anything of the sort, given that, as mentioned above, burritos are American cuisine)
Does that vague it all down for you? Well, let’s not forget Taquitos and Flautas, which are both basically smaller tacos made with rolled up tortillas and crisp-fried. A “Wrap” is anything that would normally be a taco or a burrito, but isn’t Tex Mex.
Let’s not get into Quesadillas or Tostadas. That’ll just get complicated. 
I think the question is kind of like “What’s the difference between a Sub and a Club and a French Dip?”