Differences between Hashtable vs Dictonary vs ConcurrentDictionary vs ImmutableDictionary

I'm very much enjoying David Fowler's tweets, and since he doesn't have a blog, I will continue to share and expand on his wisdom so that it might reach a larger audience. He points out that ".NET has 4 built-in dictionary/map types [and] there's no guidance on when to use what, mostly individual documentation on each implementation."