Extreme Programming is one of the popular, relatively new, agile software development methodologies. Scrum is another agile methodology that is gaining sweeping popularity. Both Scrum and Extreme Programming share the main concepts of agile software development, but while Extreme Programming focuses more on the details of how to do the programming, Scrum lifts itself a bit towards the project management level. Both methodologies can be used together at the same time: Extreme Programming for the technical part and Scrum as a project management wrapper.
Another agile software development methodology also gaining in popularity is Test Driven Development. There are many other new methodologies rising in popularity, but they all share the same concepts of Agile Methodologies. The Wikipedia has a good article about Agile Software Development.