Screws that form their own thread on being driven into a material.
There are two broad categories: woodscrews, for use in wood, that work by cutting a thread and also self-tapping screws that work by deforming a thread into ductile materials, such as metals and softer plastics.
Most of these screws are also self-drilling and can form their own hole. Most woodscrews can do this, many self-tapping screws require a small undersized pilot hole to start them. Some self-tappers have an inbuilt drill point, others (e.g. Taptite) require a carefully sized pilot hole and form the thread within this.