A bain marie is a water bath used in the oven to moderate the temperature of food. A smaller pan with the food is placed in a larger pan with water and baked. This is used for cheesecakes.
A double boiler is a stove top set up with one pan sitting above boiling water in another pan. The heat generated by the boiling water is the only heat source. The water never comes in contact with the upper pan.
"If you want to make an apple pie from scratch, you must first create the universe." -Carl Sagan