Unicast
Most network traffic is unicast in nature, meaning that traffic travels from a single source deivce to another single destination device.
Note
BGP establish a TCP session between peers. Therefore, unicast transmissions are used for BGP route advertisement.
Broadcast
It travels from a single source to all destination in a subnet. It is used in IPV4 networks only.
Multicast
It is similar to broadcast, we want to provide an efficient mechanism for a single host to send traffic to multiple, yet specific destinations.
For example, imagine a network with 100 uses, 20% for a video server. With a unicast solution, the video server would have to send 20 individual streams, consuming a significant amount of network bandwidth. With a broadcast solution, the video server indeed only need to send the video stream once. But it is for everyone, even those devices not wanting it.
Anycast
With it, a single IPV6 address is assigned to multiple devices.