Casper is the proof-of-stake protocol. There are two being developed, one by Vitalik Buterin and another by Vlad Zamfir. Vitalik's is known as Casper FFG. Vlad's is known Casper CBC. They are NOT complementary AFAIK, but rather being developed in friendly competition based on differing philosophies. I suppose one of them will be selected or perhaps ideas from both will be merged.
Serenity and Constantinople are Ethereum development phases.
Constantinople is apparently to be released soon.
There is no longer an Ethereum 2.0 if Vitalik can help it. What we call Ethereum 2.0 is simply the Serenity release and that's what he'd like it to be called though I'm sure Eth 2.0 will stick.
Both Constantinople and Serenity will result in hard forks.