TCP states

A connection progresses through a series of states during its lifetime. The states are: LISTEN, SYN-SENT, SYNRECEIVED, ESTABLISHED, FIN-WAIT-1, FIN-WAIT-2, CLOSE-WAIT, CLOSING, LAST-ACK, TIME-WAIT, and the fictional state CLOSED. CLOSED is fictional because it represents the state when there is no TCB, and therefore, no connection.

• CLOSED: There is no connection.
• LISTEN: The local end-point is waiting for a connection request from a remote end-point i.e. a passive open was performed.
• SYN-SENT: The first step of the three-way connection handshake was performed. A connection request has been sent to a remote end-point i.e. an active open was performed.
• SYN-RECEIVED: The second step of the three-way connection handshake was performed. An acknowledgement for the received connection request as well as a connection request has been sent to the remote end-point.
• ESTABLISHED: The third step of the three-way connection handshake was performed. The connection is open.
• FIN-WAIT-1: The first step of an active close (four-way handshake) was performed. The local end-point has sent a connection termination request to the remote end-point.
• CLOSE-WAIT: The local end-point has received a connection termination request and acknowledged it e.g. a passive close has been performed and the local end-point needs to perform an active close to leave this state.
• FIN-WAIT-2: The remote end-point has sent an acknowledgement for the previously sent connection termination request. The local end-point waits for an active connection termination request from the remote end-point.
• LAST-ACK: The local end-point has performed a passive close and has initiated an active close by sending a connection termination request to the remote end-point.
• CLOSING: The local end-point is waiting for an acknowledgement for a connection termination request before going to the TIME-WAIT state.
• TIME-WAIT: The local end-point waits for twice the maximum segment lifetime (MSL) to pass before going to CLOSED to be sure that the remote end-point received the acknowledgement.

The following URL's help explain these TCP states.

TCP/IP State Transition Diagram (RFC793)
http://www.cs.northwestern.edu/~agupta/cs340/project2/TCPIP_State_Transition_Diagram.pdf

TCP states
http://benohead.com/tcp-about-fin_wait_2-time_wait-and-close_wait/

See also

The TCP/IP model
http://www.cs.northwestern.edu/~agupta/cs340/project2/TCPIP_State_Transition_Diagram.pdf