They are all similar, but like any religion, they have different flavors. The Orisha are fascinating! If you are interested in Yemaya and Oshun, I would do some research on line about them before working with them, as the Orisha have very strict guidelines about what they want for offerings and which days they hold sacred. They're very picky but if you hold to the old traditions and work with them, they can be VERY helpful to you. Good luck!
They are all based on African mythology - particularly of the Yoruban tribes. As the tribes were separated during the slave trade and sold to different regions, their mythology split and grew in different ways which leads to the various religions such as Voodoo (Haiti), Santeria (Cuba), Candomble/Umbanda (Brazil), etc.
Voudon is based on the religion practiced by the Fon in Benin, whereas Yoruba traditional religious is from Nigeria. Some of the Orishas from Voudon and Santeria (Lucumi) overlap.
Lucumi is based on the beliefs that came from various Yoruba speaking tribes in Nigeria. Lucumi and Santeria are the same and can be used interchangeably.
Of course due to the effects of enslaving Africans, the practice of the Orishas has altered since the Africans were brought to the Americas and West Indies. From what I've read, certain villages in Nigeria honored certain Orishas. But in the Americas all Orishas are honored. I have read that some Orishas aren't practiced in Nigeria anymore because all the worshippers were enslaved.
You left out Candomble which is practiced in Nigeria. And Shango which is practiced in Trinidad.
My Iyabona is a daughter of Yemaya and she said she was drawn to Oshun at first. I don't think it's uncommon for women to be drawn to either of them; although I was initially drawn to Oya and Ochossi.
Yoruba religion, Lucumi, Voudon, Santeria?
