What is the difference between Scrum and Agile Development? Are Sprint and Iterations the same?
Scrum is just one of the many iterative and incremental agile software development methods. You can find here a very detailed description of the process.
In the SCRUM methodology, a Sprint is the basic unit of development. Each Sprint starts with a planning meeting, where the tasks for the sprint are identified and an estimated commitment for the sprint goal is made. A Sprint ends with a review or retrospective meeting where the progress is reviewed and lessons for the next sprint are identified. During each Sprint, the team creates finished portions of a Product.
In the Agile methods each iteration involves a team working through a full software development cycle, including planning, requirements analysis, design, coding, unit testing, and acceptance testing when a working product is demonstrated to stakeholders.
So if in a SCRUM Sprint you perform all the software development phases (from requirement analysis to acceptance testing), and in my opinion you should, you can say SCRUM Sprints correspond to AGILE Iterations.