OCG stands for Original Card Game, TCG stands for Trading Card Game, aside from their names, this post should explain all you need to know about the difference of OCG compared to TCG.
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In the OCG, five random cards are found in a booster pack and the set goes around fifty to sixty different cards. However, in the TCG, early booster packs contained a random assortment of nine cards with the whole set ranging around 130 cards, because they were a combination of two OCG booster packs. Now, more recent TCG sets have stopped the "combination" routine, and simply duplicate the original OCG sets. This is why some cards which are TCG legal are not OCG legal, and why some OCG legal cards are yet to be TCG legal, because they have not yet been released in TCG sets.
Simply put, OCG is the presence of Yu-Gi-Oh in Japan and Korea, and TCG is the presence of Yu-Gi-Oh in America, Europe and Australia. It's not immediately obvious which cards are TCG Legal and which cards are OCG Legal. Each of the TCG and OCG have exclusives, cards which are available in one area and not the other. Further, some TCG Legal cards aren't legal in Europe or Australia - This makes it a tad more complicated.
There is a difference between OCG and OCG Exclusive Cards. OCG are cards which are set to release in the TCG format but have only been released in Japan and Korea, for example: Elemental Dragons are currently OCG legal but not TCG legal. They will become TCG legal when they are released in the TCG Structure Deck - Rise Of The Chaotic Order - set to release in May 2013
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A TCG Exclusive is a card released in the TCG before the OCG. TCG Exclusives are often later released in the OCG in an Extra Pack. A list of TCG exclusive cards are here:
http://yugioh.wikia.com/wiki/TCG_exclusiveAn OCG exclusive is an OCG-only card that has no planned "regular" TCG release. This may include V Jump promos or Japanese Tournament promos. Booster Pack cards are not considered OCG exclusives because they have a planned TCG release. OCG exclusives are usually released in the TCG through booster packs, Shonen Jump promotional cards, in a Gold Series, or as other types of promotional cards. A list of OCG exclusive cards are here:
http://yugioh.wikia.com/wiki/OCG_exclusive______________________________________________________________________________________________________________
Another Note:
You need to have an account on Yu-Gi-Oh Wikia in order to see the whole list (making an account there is quick, easy, and HIGHLY recommended). When you're logged in, press "further results" at the bottom-right of the list on that page, to see the full list.
If you are still unsure and would like a quick reference as to what is TCG legal by American standards, you may find the following link useful:
http://www.yugioh-card.com/en/gameplay/cardlegality.html