Nature Pictures from Trout Streams, Page 41

Nymph: The juvenile, underwater stages of mayflies, stoneflies, dragonflies, and damselflies and other aquatic insects whose juvenile stages are covered by hard exoskeletons. The word can also refer to the fishing flies which imitate these creatures, in which case it is used as a blanket term for flies imitating any underwater stage of an invertebrate (except for crayfish and leeches).

Pupa: Any insect which spends most of its juvenile lifetime as a larva first becomes a pupa for a time before emerging as a fully grown adult. Depending on the species, the pupal form can be very important for fly fishermen to imitate.