DVRs can't make a recording to a DVD, whereas DVD Recorders can.
Some DVD Recorders don't have a hard drive, whereas a DVR must.
Many DVRs can record High Definition content, whereas no current DVD Recoder can.
Most DVRs come with some kind of subscription/rental fee (subscription for TiVo-like DVRs, rental fee for cable company DVRs), whereas DVD Recorders do not have such ongoing costs associated with them.
By the way, most if not all DVD Recorders can play CDs. But to me this (and even playing DVDs) is not a useful distinction since one can simply buy a player to make up any deficit in that area. But one cannot buy something that will add to a DVR the capability to record DVDs (except of course a DVD Recorder, and even then not in High Definition).