To complete the first answer with bigger scale images, here are some pictures of well-known mantle outcrops in Italy and Corsica (figure 4 from Rampone et al. 2020):

The caption reads:
(a) Centimeter-thick pyroxenite layers embedded in the External Ligurides mantle peridotites (Northern Apennines). (b) Partially dissolved pyroxenite layers (substituted by olivine) in reactive spinel peridotites (Erro-Tobbio, Ligurian Alps). (c) Replacive dunite (including pyroxene relics) grading to harzburgite (Lanzo, Western Alps). (d) Spinel peridotite grading to impregnated plagioclase-bearing peridotite (Mt. Maggiore, Alpine Corsica). (e) Two parallel layers of partially dissolved spinel pyroxenites (substituted by olivine) embedded in spinel peridotites. Both peridotite and associate pyroxenites display subsequent plagioclase enrichment related to melt impregnation (see text for more explanation). (f) Plagioclase-rich iso-oriented veinlets in impregnated peridotite.
You can find similar pictures in Piccardo et al. 2007, or in Piccardo 2010.
The Wikipedia article "Peridotite" given in the other answer has some details about those different lithologies:
- Dunite: more than 90% olivine, typically with Mg/Fe ratio of about 9:1.
- Wehrlite: mostly composed of olivine plus clinopyroxene.
- Harzburgite: mostly composed of olivine plus orthopyroxene, and relatively low proportions of basaltic ingredients (because garnet and clinopyroxene are minor).
- Lherzolite: most common form of peridotite, mostly composed of olivine, orthopyroxene (commonly enstatite), and clinopyroxene (diopside), and have relatively high proportions of basaltic ingredients (garnet and clinopyroxene). Partial fusion of lherzolite and extraction of the melt fraction can leave a solid residue of harzburgite.
To simplify, lherzolite is a "fertile" peridotite, i.e. a peridotite that can (partially) melts. When melt is extracted, it becomes a harzburgite and eventually a dunite, which are "depleted", refractory peridotites.