The Trifid Nebula (upper left corner of image) and the Lagoon Nebula (right side of image) are both located in our Milky Way galaxy.  
The Lagoon Nebula is located about 4000 light years from earth and is mostly composed of glowing hydrogen gas.
The Trifid Nebula is located 5200 light years away from earth.  The pinkish region is glowing hydrogen gas while the bluish region is light reflected off of gasses.  The dark regions in the nebulae are caused by dust blocking the emitted or reflected light.