This consists of a USB interface and a built-in drive. Typically these are 40G Bytes and up. The preferred travel drive is slightly larger than a wallet and obtain power from the USB.
The larger travel drives, also with a USB, are about the size of a book and usually require a separate power source.
Thumb drive, jump drive, memory stick are all the same type of memory. They have a USB connection and have built-in RAM. Capacities vary from 128MB to over 2G Bytes.
This is essentially the replacement for the floppy disk.