Hot sauce, chili sauce, or pepper sauce refer to any spicy sauce made from chili peppers and other ingredients. There are many varieties around the world.
There are countless recipes for chili sauces, and the only thing they share in common is the use of chili peppers. The peppers are infused in anything from vinegar, oil, and alcohol to fruits and vegetable pulp. Additional ingredients are often used, including, on occasions, those used to add extra heat, such as pure capsaicin extract and mustards.
Styles of chili sauce
Mexico - Mexican hot sauce typically focuses more on flavor than on intense heat. The sauces are hot, but the individual flavors of the peppers are pronounced. Vinegar is used sparingly or not at all. Chipotles (dried and smoked jalape�o peppers) are a very popular ingredient of Mexican hot sauce. Some sauces produced in Mexico are high-vinegar-content similar to the American Louisiana-style sauces. Mexican-style sauces are also produced internationally (e.g. Huffman's Hot Sauce & Kaitaia Fire from New Zealand).
El Yucateco, the best selling sauces in Mexico
Valentina, a traditional Mexican sauce
B�falo, a popular Mexican sauce
Cholula hot sauce, a versatile Mexican Hot Sauce
Tapat�o hot sauce, the most common Mexican salsa picante in the US
Pico Pica, a good example of Mexican hot sauce without vinegar
Chile de Arbol very hot, similar to cayenne peppers, used in the popular Torta Ahogada dish
United States: Most often called hot sauce, they are typically made from chili pepper, vinegar and salt. Peppers used are often of the varieties Cayenne, Jalape�o and Habanero. Chipotles (smoked jalape�os) are also common. Some hot sauces, notably Tabasco sauce, are aged in wooden casks similar to the preparation of wine and fermented vinegar. Other ingredients, including fruits and vegetables such as raspberries, mangoes, carrots, and chayote squash are sometimes used to add flavor, mellow the heat of the chilis, and thicken the sauce's consistency.
Louisiana-style: the most popular style in America. Louisiana-style hot sauce contains red chili peppers (Tabasco and/or Cayenne are the most popular), vinegar and water. Occasionally salt and/or Xanthan gum or other thickeners are used.
Frank's Red Hot
Louisiana Hot Sauce
Crystal Hot Sauce
Trappey's Hot Sauce
Chili Pepper Water: Used primarily in Hawaii, this concoction is ideal for cooking. It is made from whole chilies, garlic, salt, and water. Often homemade, the pungent end product must be sealed carefully to prevent leakage.
A very mild chili sauce is produced by Heinz and other manufacturers, and is frequently found in cookbooks in the U.S. This is chili sauce in name only, as it contains little or no chili pepper. The sauce is based on tomatoes, green and/or red bell peppers, and spices. This sauce is more akin to tomato ketchup and cocktail sauce than predominantly chili pepper based sauces. 
New Mexico: New Mexican style chile sauces differ from others in that they contain no vinegar. Almost every traditional New Mexican dish is served with red or green chile sauce. The sauce is often added to meats, eggs, vegetables, breads, and some dishes are in fact mostly chile sauce with a modest addition of pork, beef, or beans.
Green chile: This sauce is prepared from any fire roasted native green chile peppers, Hatch, Santa Fe, Albuquerque Tortilla Company, Bueno and Big Jim are common varieties. The skins are removed and peppers diced. Onions are fried in lard and a roux is prepared. Broth and chile peppers are added to the roux and thickened. Its consistency is similar to gravy, and it is used as such. It also is used as a salsa. It is generally preferred over red chile.
Red chile: A roux is made from lard and flour. The dried ground pods of native red chiles are added. Water is added and the sauce is thickened.
West Indies - Hot pepper sauces, as they are most commonly known there, feature heavily in Caribbean cuisine. Like American-style sauces, they are made from chili peppers and vinegar, with fruits and vegetables added for extra flavor. The most common peppers used are habanero and scotch bonnet, the latter being the most common in Jamaica. Both are very hot peppers, making for strong sauces (e.g. Capt'n Sleepy's Quintessential Habanero, or Matouk's). Over the years each island developed its own distinctive recipes, and home-made sauces are still common.
Haiti - Sauce Ti-malice, typically made with habanero, shallots, lime juice, garlic and sometimes tomatoes
St. Lucia - Baron Hot Sauce, manufactured by Baron Foods Limited using fresh local Scotch Bonnet peppers, mustard, garlic, onions to focus more on flavor than heat profile.
Pique - habaneros with orange
Sofrito - small piquins ("bird peppers") with annatto seeds, coriander leaves, onions, garlic, and tomatoes
Jamaica - Scotch bonnets are the most popular peppers used on Jamaica. They are often pounded with fruits such as mango, papaya and tamarind.
Grace's Hot Pepper Sauce -found on every table in Jamaica
Virgin Islands - Asher (from "limes ashore"), made with lime, habaneros, cloves, allspice, salt, vinegar, and garlic.
Belize - Melinda's, made with habaneros, carrots, onions
Marie Sharp's- found on every table in Belize
Hot Mama's - The other Hot Sauce from Belize, winner at the 2006 Fiery Food Challenge with its Sweet Pepper Sauce and 2007 Scovie awards
Panama - Picante Chombo D'Elidas is the most popular brand in Panama, with three major sauces. The yellow sauce, made with habanero and mustard is the most distinctive. They also produce red and green varieties which are heavier on vinegar content and missing the mustard.
China. Chinese chili sauces usually come as a thick paste, and are used either as a dipping sauce or in stirfrying.
Dou Ban Sauce (Dou ban jiang 豆瓣醬), originates from Szechuan cuisine in which chilis are used liberally. It is made from broad bean paste, and usually contain a fair amount of chili. Often referred to in English as Chili Bean Sauce.
Pao La Jiao, Yu La Jiao (泡辣椒， 鱼辣椒）Dipped Chili or Fish Chili. Made by pickling whole, fresh red chilis in a brine solution, this sauce is the key ingredient in the famous Sichuan dish YuXiang Rousi （鱼香肉丝），Julienned Pork in Fish Fragrance Sauce). The key to this pickle is to add a live crucian carp to the pickling pot along with the chilis, hence the name Fish Chili. The carp is supposed to lend its fragrance and 'umami' to the pickle.
La Jiao You or Hong You （辣椒油， 红油）Chili Oil or Red Oil, is another distinctive Sichuan flavoring found mainly in cold dishes as well as a few hot dishes. Chili oil is made by pouring hot oil onto a bowl of dried chilis, to which some Sichuan pepper is usually added. After steeping in hot oil for at least a few hours, the oil takes on the taste and fragrance of chili. The finer the chili is ground, the stronger the flavor (regional preferences vary:ground chili is usually used in Western China, while whole dried chili is more common in Northern China.)
Guilin chili sauce (Gu�l�n l�jiāoji�ng 桂林辣椒酱), made of fresh chili, garlic and fermented soya beans. Also marketed as soy chili sauce.
Duo Jiao sauce (Duo Jiao 剁椒） originates from Hunan cuisine, which is reputed to be even spicier than Sichuan cuisine. "Duo" means chopped, and "Jiao" means chili. Duojiao is made of chopped red chilis pickled in a brine solution, and has a salty and sour pickled taste. Duo Jiao is the key flavoring in the signature Hunan dish Duo Jiao Yu Tou (剁椒鱼头）， Fish Head steamed with Duo Jiao.
Vietnamese hot sauce is made from sun-ripened chili peppers, vinegar, garlic, sugar and salt. It is very popular in Vietnamese cuisine, often used in a wide variety of foods. It is commonly put on french fries in California.
Thailand Thais put raw chilis on a very wide variety of food, in lieu of chili sauces. They even put chilis on fresh cut fruit, such as watermelon. Some traditional foods have chili sauces.
Thai sweet chili sauce. Used as a dipping sauce. Mae Ploy is a leading manufacturer.
Nam prik, or Thai chili sauce. Fish sauce (Nam Plaa) with raw chilis floating in it.
Sriracha is a Thai style of chili sauce.
Rayu or La Yu Chili Oil (辣油, Chinese 辣椒油), same as La Jiao You. Often used for dishes such as gyoza (potstickers).
Shichimi Togarashi (七味唐辛子）or Ichimi Togarashi (一味唐辛子）are seven or one ingredient spicy seasoning mixes, with chili. Used for many soupy foods, such as udon.
Okinawa - Kōrēgūsu (コーレーグース, 高麗胡椒), made of chilis infused in awamori rice spirit, is a popular condiment to Okinawan dishes such as Okinawa soba. It refers to Goguryeo.
Malaysia, Indonesia, Brunei, Singapore - sos cili, similar to thai sweet sauce.
The heat, or burning sensation, experienced when consuming hot sauce is caused by capsaicin. The burning sensation is not "real" in the sense of damage being wrought on tissues. It is instead a harmless chemical reaction with the body's neurological system (see this technical explanation).
The seemingly subjective perceived heat of hot sauces can be measured by the Scoville scale. The Scoville scale number indicates how many times something must be diluted with an equal volume of water until people can no longer feel any sensation from the capsaicin. The hottest hot sauce scientifically possible is one rated at 16,000,000 Scoville units, which is pure capsaicin. Examples of hot sauces marketed as achieving this level of heat are Blair's 16 Million Reserve (due to production variances, it's up to 16 million Scoville units) marketed by Blair's Sauces & Snacks. By comparison, Tabasco sauce is rated between 2,500 and 5,000 Scoville units (batches vary) - with one of the mildest commercially available Chile condiments, Cackalacky Classic Condiment Company's Spice Sauce, weighing in at less than 1000 Scoville units on the standard heat scale.
An easy way to determine the heat of a sauce they are considering is to look at the ingredients. Sauces tend to vary in heat by the ingredients in them.
Jalape�o - These sauces include green and red jalape�o chilis, and chipotle. Green jalape�o and chipotle are usually the mildest sauces available. Red jalape�o sauce is generally hotter.
Cayenne/Chile - Sauces made with cayenne and/or other red chilis, including most of the Louisiana-style sauces, are usually hotter than jalape�o but milder than other sauces.
Tabasco - Sauces made with tabasco peppers, like Tabasco sauce, are generally hotter than cayenne pepper sauces. Along with Tabasco, a number of "extra hot" sauces are made using a combination of tabasco and cayenne or other chili peppers.
Habanero - Habanero pepper sauces are almost the hottest natural pepper sauces only second to the Naga Jolokia. They contain either habanero only, or a combination of habanero and other peppers.
Peri-Peri - also known as the African Birds-Eye Chili. The unique characteristic of sauces made with this pepper is the delayed sensation of heat when consumed. This allows the consumer to taste their food first, then experience the heat.
Extract - the hottest sauces are made from capsaicin extract. These range from extremely hot pepper sauce blends to pure capsaicin extracts. These sauces are extremely hot and should be considered with caution by those not used to fiery foods. Many are too hot to consume more than a drop or two in a pot of food. These novelty sauces are typically only sold by specialty retailers and are usually more expensive.
Other ingredients - heat is also affected by other ingredients. Many sauces contain tomatoes, carrots (in habanero sauces), onions, garlic or other vegetables and seasonings. Generally, more ingredients in a sauce dilute the effect of the chilis, resulting in a milder flavor.
Remedies for pain caused by eating hot sauces or chilies
Capsaicin is the chemical responsible for the "hot" taste of chilies peppers. The most effective way to relieve the burning sensation it causes are dairy products, such as milk. A protein called casein occurs in dairy products which binds to the active agent in chilies, capsaicin, effectively making it less available to "burn" the mouth. Also the mechanical stimulation of the mouth by chewing food will partially mask the pain sensation.
Cooling and mechanical stimulation are the only proven methods to relieve the pain, however many questionable tips are widely perpetuated. Since capsaicin in its pure state is poorly soluble in water but well in oils and alcohol, an often heard advice is to eat fatty foods or beverages, assuming that these would carry away the capsaicin. The value of this practice is questionable and the burning sensation will slowly fade away without any measure taken.
Water should not be used to relieve the burning as water opens the taste buds. Milk however has been found to work, as seen on the American TV shows Mythbusters and Food Detectives.