Lane's Lexicon defines ظلم (dhulm) thusly,
"ظَلَمَ [dhalama] when intransitive usually means he did wrong; or acted wrongfully, unjustly, injuriously, or tyrannically: and when trans., he wronged; or treated, or used, wrongfully, unjustly, injuriously, or tyrannically... الظُلم [adh-dhulm] signifies the putting a thing in a place not its own; putting it in a wrong place; misplacing it;... and it is by exceeding or falling short, or by deviating from the proper time and place: or the acting in whatsoever way one pleases in the disposal of the property of another: and the transgressing the proper limit;... or, according to some, it primarily signifies النَّقص [an-naqs] (meaning the making to suffer loss, or detriment)." 
The Types Of Dhulm
There are three major different forms of dhulm. They are the following:
(1) The dhulm that the person commits to himself by acts of disobedience to Allaah سبحانه و تعالى: This type of dhulm comprises many acts but the most heinous of them is to ascribe partners to Allaah سبحانه و تعالى (shirk). Allaah سبحانه و تعالى has said in the Qur'aan, quoting and, therefore, approving of Luqmaan عليه السلام said,
"Verily, joining others in
Commenting on this verse, al-Maidaani wrote, "Truly, associating partners with Allaah سبحانه و تعالى is great wrongdoing (dhulm). This is because it is Allaah's right upon His servants that they believe in Him, worship Him alone and not ascribe as partner anyone in His worship. Furthermore, they must obey Him by abiding by what He has ordered and abstaining from what He has prohibited. Whoever worships someone other than Allaah سبحانه و تعالى, in a manner that Allaah سبحانه و تعالى is to be worshipped, is placing his worship in an improper place. He is taking a creation of Allaah's creation and making him equal to Allaah سبحانه و تعالى, even if just in a specific matter or attribute. All of that is great dhulm... Scientifically speaking, this is dhulm because no one other than Allaah سبحانه و تعالى is deserving of being worshipped other than Him or alongside Him. Morally speaking it is also dhulm. This is because Allaah سبحانه و تعالى alone is the Creator, the Sustainer, the One who bestows life, will, intelligence and all other great blessings. He is the giver of Life and the One who brings about death. He brings about all good things. Morally speaking, it is obligatory upon a human who has received all of these blessings and good things from his one Lord that he thank Him alone for those bounties, believe in Him alone as the creating Lord, submit to Him alone, worship Him alone and not join anyone as a partner to Him in His worship." 
In addition to this, any kind of sinful behavior is a type of dhulm against oneself. The sinner is harming himself and not behaving properly toward his own soul when he commits a sin. This is why Allaah سبحانه و تعالى describes going beyond the limits He has set as a kind of dhulm. Allaah سبحانه و تعالى says,
"And whoever transgresses the set limits of Allaah, then indeed he has wronged himself." (Soorah at-Talaaq, 1)
(2) The dhulm that a person commits toward others: Any kind of harm that a person does to another is a form of dhulm and is forbidden. A Muslim may not harm another's honour, wealth or life. The Prophet صلى الله عليه وسلم made that clear when he said, "All of a Muslim is inviolable to every other Muslim, with respect to his blood, wealth and honour." 
If a person strikes, abuses, curses, cheats, backbites or harms another person or if he helps another wrongly against someone, falsely accuses someone, lies about someone, and so forth, then he is committing dhulm. 
In fact, if a person prevents another from getting his due rights, he has committed dhulm. Dhulm is also inclusive of the misuse of power by people in positions of authority.
(3) A third type of dhulm is that committed toward the other creatures Allaah has created or toward creation in general. For example, if a person kills an animal just for sport or play, he has committed dhulm. If a person mutilates an animal, he has committed dhulm and is deserving of being cursed. Imaam Al-Bukhaari رحمه الله records from Sayyiduna Ibn 'Umar رضي الله عنهما that the Messenger of Allaah صلى الله عليه وسلم cursed the person who mutilated animals.  
Another important way of categorising dhulm is into the following three divisions, as done by al-Hakeemi: 
(1) The dhulm that is not forgiven by Allaah سبحانه و تعالى (unless one repents), which is shirk. Allaah سبحانه و تعالى has said about such shirk,
"Verily, Allaah forgives not that partners should be set up with Him, but He forgives whatever is lesser than that for whom He wills. And whoever associates partners with Allaah has indeed invented a tremendous sin." (Soorah an-Nisaa', 48)
(2) Dhulm that will not be overlooked until it is reconciled in either this life or the next, and that is the wrongdoing toward other humans. This kind of wrongdoing cannot be left without it being resolved - either by forgiveness from the wronged person or punishment in this life or the Hereafter. Allaah سبحانه و تعالى has said,
"And your Lord is not at all unjust to [His] slaves." (Soorah Fussilat, 46)
If someone does wrong to another person, it cannot be left unresolved, not forgiven or unpunished. Indeed, the Prophet صلى الله عليه وسلم stated, "Whoever has wronged another concerning his reputation or anything else should beg him to forgive him before the Day or Resurrection when there will be no money [to compensate for wrong deeds], but, if he has good deeds, those good deeds will be taken from him according to the wrong he has done. And if he has no good deeds, the sins of the oppressed person will be loaded on him." 
In another hadeeth, the Prophet صلى الله عليه وسلم said, "When the believers pass safely over (the bridge across) Hell, they will be stopped at an arched bridge in between Hell and Paradise where they will retaliate upon each other for the injustices done among them in the world. When they are then purified of all of their sins, they will be admitted into Paradise." 
(3) Dhulm that Allaah سبحانه و تعالى may either punish or overlook one for. These are the sins, other than associating partners with Allaah سبحانه و تعالى, which a person commits and which only affect himself.
These three categories of dhulm are explicitly mentioned in the following hadeeth of the Prophet صلى الله عليه وسلم, "There are three types of dhulm: a type of dhulm that Allaah does not leave, a type of dhulm that can be forgiven and a type of dhulm that is not forgiven. The dhulm that is not forgiven is shirk. The dhulm that is forgiven is what is between a person and his Lord. And the dhulm that is not left is the dhulm between the servants [humans]. Allaah gives them retribution from one another."  
 Vol. 2, p. 1920
 Ibn Rajab رحمه الله and al-Haitami رحمه الله point out that the most common meaning in the Qur'aan for dhulm and dhaalimeen (whose who commit dhulm) is shirk and disbelief (kufr). For example, Allaah سبحانه و تعالى says, "The disbelievers are the dhaalimoon." (Soorah al-Baqarah, 254). See Ibn Rajab, Jaami', vol. 2, p. 36 and al-Haitami, Fath, p. 193
 'Abdur Rahmaan Habankah al-Maidaani, al-Akhlaaq al-Islaami wa Ususuhaa (Damascus: Daar al-Qalam, 1992), vol. 2, pp. 92-93
 Saheeh Muslim
 The word ظلم (dhulm) is often translated as "oppression" and this gives some people the impression that it refers only to, for example, the relationship between a ruler and his subjects. However, although that is obviously a type of dhulm, that is not the proper complete understanding of the word dhulm. To avoid that misunderstanding, it has been translated in a much more general sense here as "wrongdoing" instead of "oppression," while oppression is simple one form of dhulm.
 Cf., Naadhim Sultaan, adh-Dhulm Dhulumaat Yauwmul-Qiyaamah (ad-Dammam, Saudi Arabia, Daar Ibn al-Qayyim, 1413 A.H.), pp. 9-10
 Muhammad al-Hakeemi, adh-Dhulm wa Atharuha as-Sayyi (Jeddah: Daar al-Mujtama, 1995), pp. 21-22. Shaykh al-Islaam Ibn Taymiyyah رحمه الله makes the same distinctions and says that such has been recorded from the early scholars.
 Saheeh al-Bukhaari
 Saheeh al-Bukhaari
 This hadeeth was recorded by Abu Dawood at-Tayaalisi رحمه الله in his Musnad and by Abu Nu'aim رحمه الله in al-Hilyah. Although there is some problem with the chain, Shaykh al-Albaani رحمه الله concludes that it is hasan based on supporting evidence. See Silsilat al-Ahaadeeth as-Saheehah, vol. 3, pp. 560-561
 Shaykh Jamaaluddeen Zarabozo: Commentary on the Forty Hadeeth of Imaam an-Nawawi رحمه الله, vol. 2, pp.759-762