The leg is an amazing structure. Together, your two legs work to hold you upright, allow you to run, walk, crawl, and generally get around. There are numerous muscles, veins, arteries, and nerves which all work together to allow movement. Supporting the leg are some rather significantly sized bones. There are four major bones in the leg.
Anatomically speaking the "leg" is technically the part of the lower limb between the knee and the ankle. The part of the lower limb between the hip and the knee is technically called the thigh. Anatomists refer to the entire "leg" as the "lower limb". These distinctions are usually reserved for doctors and anatomists - with non-science types simply referring to the entire structure as the leg.
Let's start with the thigh. The thigh is the part of the lower limb that is between the hip and the knee. The major (and only) bone in the thigh is the femur. The femur is a very large, sturdy bone. In fact, it is the largest bone in the human body.
On the hip end, the femur has a ball and socket joint. The part that articulates with the pelvic bone in the hip is called the head of the femur. The head attaches to the shaft of the femur by a narrow part called the neck of the femur.
The head and neck of the femur are weak points of the bone. The neck in particular is subject to breaking, especially in the elderly. This will cause great damage to a person's ability to walk. It can be very painful and debilitating, often requiring major surgery to repair.
Below the head and neck of the femur is the body, or shaft. This is the long part of your thigh bone. It is active tissue, responsible for making a variety of red and white blood cells. The lower end of the femur articulates with the knee joint.
The second bone in the leg is the patella, or kneecap. This bone serves to protect the knee joint and to provide support for the leg. The patella does not directly attach to the other bones in the knee, rather it attaches to the muscles in the upper and lower leg.
Moving down to the anatomical "leg", or the portion below the knee, we find two major bones. They are the tibia and fibula. The tibia is a large bone that is responsible for bearing the entire weight of a person who is standing. It articulates directly with the knee joint. "Famous" ligaments such as the ACL, PCL, and meniscus all attach to both the femur and the tibia. The tibia is the bone in your shin.
To the outside of the tibia is the fibula. This is a significantly smaller bone compared to the femur and the tibia. The fibula does partially attaches to the ligaments of the knee joint, but it does not really attach on the lower end to the bones of the foot. The fibula is the most common bone that is broken when a person suffers a "broken ankle" as technically there is no such thing as an "ankle bone". A broken ankle is usually a break in the bottom end of the fibula.