The matte black cylinder with red stuff on it is a ferrite bead with a wire through it. Basically a low inductance, high loss device meant to block and absorb unwanted higher frequency noise.
The 3 lead blue thing looks like a 4.19MHz (MC = megacycles?) ceramic resonator.
The grey cylinder is a 20uH inductor.
The light blue thing is 100nF aka 0.1uF, 275V. X2 means it is rated for up to 2500V impulse. They are used for interference suppression.
The two silver inside clear are polystyrene capacitors. 102 means 10 x 10^2 pF so 1000pF or 1nF, and 472 means 47 x 10^2 so 4700pf or 4.7nF. They have excellent characteristics, very stable with respect to time and temperature, and very low loss. Used in RF and in low noise audio filters.
Does the big red lump say 155K and 250M? That would likely be a mylar film capacitor 15 x 10^5 pF therefore 1.5uF at 250V. The K is the tolerance and means +-10%.
Little blue disc:
B
471K
1KV
Means 47 x 10^1 or 470pF, 1kV rating, K is +-10% tolerance. Looks like a ceramic capacitor.
The fat blue disc does indeed seem to be a MOV or Varistor.
The little blue thing labeled 334U or 334J is probably a J smeared to look like a U. 334J would be 330000pF, aka 330nF, aka 0.33uF with 5% tolerance. Not sure if that is mylar or ceramic.
The blue disc:
SINCERA
7D271K
Looks like a ceramic capacitor. 270pF, 5% tolerance. The voltage rating may be on the other side.
The relays I've already touched on. Ratings at a given voltage are shown. The DC ratings would be much lower since the arc from DC is harder to break, just so you know.