Is there any difference between them and if so, what is it?

Answer: They are the same substances, but they are represented with different models. For example, the vapor "water" gives the properties of the water around its liquid-vapor equilibrium, whereas the pure gas "H2O" is modeled as an ideal gas (which never condenses). The gas "H2O" can be a component of any compound gas, as a combustion product for example, whereas the vapor "water" cannot be mixed with other substances. The zero reference for enthalpies of ideal gases is 1 bar and 25 °C, whereas it is specific for each vapor.