There are three main types of psychological experiment that you need to know.
1) Laboratory Experiment (AKA Controlled Experiment)
An experiment that takes place in a closely controlled environment (not necessarily a laboratory, but often is) in which the variables can be decided standardised by the psychologist.
Example: Participants are asked to come in to a lab and watch a series of short videos, then take a test about the details of the videos. One group is given sad videos to watch, the other is given happy videos. The psychologist compares the test results of the two groups.
2) Field Experiment
An experiment that takes place in a 'real world' setting, such as a classroom, but the psychologist still manipulates the independent variable.
Example: A psychologist gives one group of students a healthy lunch and another an unhealthy lunch, then compares their behaviour in class afterwards.
3) Natural Experiment
An experiment that is conducted in a natural setting but, unlike a lab or field experiment, the independent variable is NOT manipulated by the experimenter, instead these variables occur naturally.
Example: A psychologist compares the grades of low income students with those of high income students. Note: the psychologist did not make the students high or low income, therefore they did not manipulate the independent variable, making this a natural experiment.