Yemanja is an orisha, originally of the Yoruba religion, who has become prominent in many Afro-American religions. Yoruba people, from what is now called Yorubaland, brought Yemaya/Yemoja and a host of other deities/energy forces in nature with them when they were brought to the shores of the Americas as captives. She is the ocean, the essence of motherhood, and a fierce protector of children.
Olokun is an Orisha in Yoruba religion, associated with the sea. It works closely with Oya (Deity of the Winds) and Egungun (Collective Ancestral Spirits) to herald the way for those that pass to ancestorship, as it plays a critical role in Iku, Aye and the transition of human beings and spirits between these two existences.
Ogum - In Yoruba religion, Ògún is one of the primoridal Orishas, the first one to come to the realm of Ilê Aiyê (earth) to see if it's suitable for human life. He's the husband of Oyà, and he's a blacksmith and a warrior, master of metalurgic techniques, hunting, agriculture, and war. Ògún is believed to be the very first orisha cultuated by Yoruba people in West Africa.
Egungun is a part of the Yoruba pantheon of divinities. In the indigenous religious system of the West African tribe of that name, the spirit is of central importance. It is the eventual end of all living beings, and as such is regarded as the ancestral "collective".