In a PCB, a via is a plated hole that allows electric connection between layers. This is the more common use of the term on this site. In integrated circuit, a via is a small opening in an insulating oxide layer that allows a conductive connection between different layers.
Most PCB vias are "through"; they go from the top, though all intermediate layers, and to the bottom. A "blind" via goes from one side and some of the intermediate layers, but doesn't come out the other. A "burried" via is completely on the intermediate layers.