Voudun, more commonly known by the pejorative Voodoo, most specifically refers to what most would say is the dominant religious system practiced in Haiti. A common saying is that Haiti is 90% Roman Catholic and 100% Voudon. It has also been historically practiced in slightly varying forms as a minor religion in parts of the southern United States, although immigration has seen Haitian Voudun spread to urban areas of the northern United States with considerable Haitian populations.
It is also sometimes used to describe a number of folk-religions in West Africa. Considering that the the majority of the Africans who were brought to Haiti and the southern US as slaves were from West Africa, and whose descendents are the primary practitioners of Voudun, this is not surprising.
One of the largest differences however between African and American Voudun is that the African slaves of Haiti and the southern US were obliged to dress up their gods (Lwas) and spirits as Roman Catholic saints. The majority of speculation as to why this was done is that it was an attempt to disguise their "pagan" religion from their masters who had forbidden them to practice it.
To say that Voudun is simply a mix of West African religions with a vaneer of Roman Catholicism would not be entirely correct. This would be ignoring numerous influences from the native Arawak Indians, as well as the evolutionary process that Voudun has undergone shaped by the volatile ferment of Haitian history.