We use terms application server and web server interchangeably these days. Historically a web server was supposed to serve static html pages over http protocol. Then web servers started serving scripting languages like ASP, JSP, PHP etc. For complex application which needed services connection pooling, object pooling, messaging, transaction management were supposed to use application server.
I said historically because with time the distinguishing line has narrowed down. Most of the web servers have started providing features of application servers with plugins and add-ons. Some exmples of web servers- Apache HTTP (PHP), Tomcat (Servlet container, newer versions have EJB container) etc. Application server examples are JBoss, Websphere etc.