The website git-scm.com is the official website for Git, the version control software. Originally written for Linux, the original software is only available as a source that doesn’t compile easily on Windows.

msysGit it a project that uses MSYS (which is part of MinGW) to compile Git natively on Windows. They release the “Git for Windows” binaries which is the official release for Windows. Those are what you get when you download Git for Windows on 

git-scm.com.

The msysGit project also releases “msysgit” binaries, which is essentially the full development environment required to build “Git for Windows”. The project was originally hosted on Google Code but later moved its project to GitHub and created a new project website there.

If you are interested in using Git on Windows, all you need though is “Git for Windows” which you can either download from 

git-scm.com or from the Google Code download repository.

Note that the files are usually called “preview” because the msysGit project does not offer full support for it. From personal experience with it, the project is very mature and definitely stable, so it’s perfectly fine to use it.

Finally, “Git Bash” is the version of 

Bash that comes bundled with “Git for Windows” or more precisely with the underlying MSYS. It is required because a lot of Git is actually written as shell scripts (so Bash works as an interpreter for it) and simply so users have a fully compatible console to work with on Windows. Git Bash works even if you didn’t add the Git executables to your PATH during setup, although my usual recommendation is to add the Git executable (just the Git executable) to the PATH, so you can work with it from other shells (cmd.exe or PowerShell) and other programs can access it too.