These positions answer the question of what fundamentally exists, and each has religious and philosophical traditions aligned with it.
Idealism holds that reality is fundamentally mental, or that the physical depends on mind. Yogacara Buddhism, in Vasubandhu and Asanga, argued that what we take for external objects are transformations of consciousness, though scholars continue to debate whether the school is idealist in the Western sense or is making an epistemological point about the inaccessibility of objects rather than an ontological one. Berkeley argued that to be is to be perceived and that material substance is an incoherent notion, with God's perception sustaining the world in the absence of finite observers. German idealism after Kant, and Hegel above all, made spirit the fundamental reality unfolding through history. Advaita Vedanta is often classified here, though it distinguished itself sharply from Yogacara in its own polemics and the classification is contested.
Materialism holds that only matter exists. The Indian Carvaka or Lokayata school is the earliest developed instance, denying the soul, rebirth, karma and the authority of the Vedas, and surviving almost entirely through the hostile summaries of its opponents, which is itself a fact worth noting about the transmission of unpopular views. Ancient atomism in Democritus and Epicurus, transmitted to the modern world largely through Lucretius, is the Western counterpart.
Physicalism is the modern successor, holding that everything is physical in whatever sense current physics establishes, a formulation adopted precisely to accommodate fields and forces that are not "matter" in the older sense. It is the majority position in analytic philosophy, and its central difficulty is consciousness: the "hard problem" of why physical processes should be accompanied by experience at all.
Metaphysical naturalism holds that nature is all there is and that there are no supernatural entities or causes. It must be distinguished from methodological naturalism, which is the working practice of the sciences of seeking natural explanations while making no claim about what ultimately exists. The distinction matters greatly in disputes about science and religion, because the second is compatible with theism and the first is not, and the two are frequently conflated by both sides.
Panpsychism holds that consciousness, or something proto-conscious, is a fundamental and ubiquitous feature of the physical world. It has ancient antecedents and has been revived in recent analytic philosophy, by Galen Strawson and Philip Goff among others, specifically as a response to the hard problem; its principal difficulty is the "combination problem" of explaining how micro-experiences compose a single unified mind.
Religious traditions do not map neatly onto these categories. Classical theism is not idealism, since it holds creation to be genuinely other than God and genuinely material; and Judaism and Islam in particular insist on the reality and goodness of the material world against any dualism that disparages it.