Ac to AC, using a transformer:

Transformers can be stepped down, stepped up, and even used to isolate without changing voltage values.

Ac to DC, called a rectifier:

Common are rectifier diodes and crystal tubes. Almost all household appliances and computers have rectifiers, which are installed in the power supply of the appliance.

Dc to AC, called inverter:

It's done with a crystal smelling tube. Used in UPS and frequency converters, such as variable frequency air conditioners.