OpenMP
OpenMP is an API that supports multi-platform shared memory multiprocessing programming in C, C++, and Fortran, on most processor architectures and operating systems, including Solaris, AIX, HP-UX, Linux, Mac OS X, and Windows platforms.[1][2]
"Shared memory" means memory which is accessible by all CPU cores, without going over the network.[3] In practice, this means parallelism confined within a single execute host/compute node. OpenMP programs accomplish parallelism exclusively through the use of threads.[4]
N.B. OpenMP is not OpenMPI. OpenMPI is an implementation of the Message-Passing Interface (MPI), where each process has its own block of memory, and sharing contents between processes must be done explicitly. Unfortunately, to add to the confusion, the latest specification of the MPI standard, MPI-3, includes shared-memory parallelism.
References
[1] Wikipedia article on OpenMP