Annamaya kosha is the physical sheath, the sthool sarira, the body. Pranamaya kosha is the vital sheath or the sookshma sarira (though some include the mind and vital together). Manomaya kosha is the mental sheath. The Vigyanamaya kosha is the Supramental body (not yet organised for an individual). Quite a few mistranslate it as higher intellect but the intellect is not a sheath but a function of the mind. Anandmaya is the Bliss body.
Affectionately,
Alok Da