While the terms are used interchangeably most of the time, there are slight variations that do make them different.Depending on what part of the world or country you are from can also determine how these terms are used. While in America the "Hot Dog" is very popular, in Germany there is no such thing, only a Frankfurter or a Wiener.
To Be technical, Hot Dogs as we know them are actually either a Frank or a Wiener in a bun. A "Frankfurter" consist of all one type of meat, usually beef, but can be any meat and is more strongly seasoned than it's counterpart. On The other hand a "Wiener" is typically a combination of meats that tends to contain pork and is blander.