A thyristor is a solid-state semiconductor device with four layers of alternating N and P-type material. They act as bi stable switches, conducting when their gate receives a current trigger, and continue to conduct while they are forward biased (that is, while the voltage across the device is not reversed).
A silicon-controlled rectifier (or semiconductor-controlled rectifier) is a four-layer solid state device that controls current. It is a type of thyristor.