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FPGA download cables

FPGA vendors provide many ways to "configure" (i.e. download) their devices. One way uses a cable that connects your PC to the FPGA board. These cables are usually called "JTAG cables" (because they can connect to the JTAG pins of the FPGA).

FPGA cables are vendor specific

The FPGA configuration interface from all the FPGA vendors are very much alike. That doesn't prevent each vendor to have their own proprietary connectors and cables.

Xilinx cables
Altera cables

Parallel cables

Parallel cables connect to PCs parallel (printer) ports. They are less popular than USB cables but can still be interesting due to their simplicity. They buffer a few pins of the PC parallel interface, and connect to the target board using a flat cable or flying leads. Parallel cables are active devices and need power, but they are usually powered from the target FPGA board.

FPGA vendors sometime provide the schematic of the cables, which is valuable if you want to understand how they work or build a cable yourself.