Difference between Database and Data Source

A data source is simply something your program relies on to get data. A database is a kind of data source that persists data to some digitized form. Other data sources include files, services, etc — these all provide data to your programs.

Further to BoltClock's answer, here are example of Databases (or Database Servers) vs various Data Sources.

Databases

1. SQL
2. Oracle
3. MySQL

Data Sources

1. All of the databases above
2. XML Files
3. CSV Files
4. Web Services
5. and many many more..