Several ways to call a windows batch file from another one or from prompt. Which one in which case?

A windows batch file (called.bat or called.cmd) can be called from another batch file (caller.bat or caller.cmd) or interactive cmd.exe prompt in several ways:

1. direct call: called.bat
2. using call command: call called.bat
3. using cmd command: cmd /c called.bat
4. using start command: start called.bat

I'm quite in trouble to differentiate their intended usage based on their help text: when to use which one? e.g. why I might use 'call' command instead of direct call. What's different?

I'm interested on some summary report that analyze all 4 possibilities (and others if any missing) from various point of views: recommended use cases for which they are designed to fit, process spawning, execution context, environment, return code processing.

Note: I'm using Windows XP SP3.

1. The batch file will be executed by the current cmd.exe instance (or a new cmd.exe instance if, for instance, double-clicked in Explorer).

2. Same as #1, only has an effect when used inside a batch/cmd file. In a batch file, without 'call', the parent batch file ends and control passes to the called batch file; with 'call' runs the child batch file, and the parent batch file continues with statements following call.

3. Runs the batch file in a new cmd.exe instance.

4. Start will run the batch file in a new cmd.exe instance in a new window, and the caller will not wait for completion.

One thing not clear from the comments here: When you call one batch file from another by using just its name (Case #1 in the original question), execution stops from the calling batch file. For example, in these lines:

called.bat
echo Hello

The 'echo Hello' line (and anything following it) will not be called. If you use the 'call' keyword, execution resumes after the call. So in this case:

call called.bat
echo Hello

The 'echo Hello' line will be called.

Additionally, all the variables set in the called.bat file will be passed along back to the calling process, too.

Imagine a 'called.bat' file that had this line:

set MYVAR=hello

Then, %MYVAR% would be available to the calling batch file if it used:

call called.bat

But, it would not be using

REM starts a new cmd.exe process
start called.bat   

REM stops and replaces current cmd.exe process with a new one
called.bat