The exhaust system is comprised mainly of pipes in several different shapes, each designed to connect to one another, and each shaped to conform to a specific part of the underside of the car. (The pipes are often bent to wrap around or otherwise accommodate other nearby components of the car, such as the axles.) Each pipe is responsible for moving the exhaust gases toward the back, but many of the segments are specialized. In other words, from the exterior, the system simply looks like a bunch of connected pipe segments that run from the engine bay to the back bumper, though some serve an additional purpose as the exhaust flows through that particular pipe.
For example, the Y pipe (which is simply, well, a Y-shaped pipe) might be installed so the end with two openings bolts up to two corresponding openings in the exhaust manifold, combining the engine's waste to progress through the system. Or, when installed at the back end of the car, a Y pipe can help create a dual exhaust system with a tailpipe on each side of the car (for an often sought-after sporty look). Intermediate pipes might be attached to the muffler or resonator, which are other important system components (we'll get to these on the next page). Balance pipes, found in dual exhaust systems, help equalize the exhaust pulses traveling under the driver and passenger sides of the car. Air gap pipes are specialized nested pipes that act as a heat shield and insulator by providing an extra layer for airflow. And the tail pipe, which is typically peeking out from underneath the rear bumper, usually has a larger opening and might be made of more substantial-looking metal, to give the appearance of a performance exhaust that's a common feature of high-end cars.
Though it might seem inefficient to have a ton of pipes instead of just one, really, all those segments serve a purpose. For one, bending pipes is hard work, and it's easier to connect small angled segments to straight pipes than it is to shape one long, expensive, heavy pipe to fit every contour of a car. Also, exhaust system components wear out at regular intervals (depending, of course, on the manufacturer, its materials, driving conditions and environmental factors). It's easier and less expensive to replace one rusted-out segment of pipe, banged-up muffler, or worn-out catalytic converter than it would be to install a whole new system.
You might wonder how all those pipes fit together. Well, some ends overlap, while others are mated end-to-end; but not without a little bit of assistance.