A mud volcano is usually a small, very temporary structure. On land, mud volcanoes are found in two types of places. In one, volcanic gases rise through fine sediments to cause small eruptions and build cones of mud no more than a meter or two high. Yellowstone and places like it are full of them. In the other, gases bubble up from underground deposits—from hydrocarbon traps or where carbon dioxide is being liberated in metamorphic reactions—into muddy places. The largest mud volcanoes, found in the Caspian Sea region, reach a kilometer in breadth and several hundred meters in height. The hydrocarbons in them burst into flame. This mud volcano is part of the Davis-Schrimpf seep field, near the Salton Sea in southern California.
Under the sea, mud volcanoes also occur in two types. The first is the same as those on land, built by natural gases. The second type is a major outlet for fluids released by subducting lithospheric plates. Scientists are only beginning to study them, most notably on the western side of the Marianas Trench region. See examples of all these types in the Mud Volcanoes Gallery.
"Mud" is actually a precise geological term. It refers to sediments made of a mixture of particles in the clay and silt size range. Thus a mudstone is not the same as a siltstone or claystone, though all three are types of shale. It's also used to refer to any fine-grained sediment that varies a lot from place to place, or whose exact composition isn't well determined.