I've also seen oxygen masks with tubes hooked up to them? And tubes in the nose?
They're just different levels of helping you breathe. The cannula (the thing that goes in your nose) helps you get a little bit of extra oxygen. The mask comes into play when you really need help, and can give you many different levels of concentrated oxygen. When you can't breathe enough on your own to stay alive, they put a breathing tube down your throat, hook you up to a ventilator, and the machine breathes for you.
It just depends on the amount of oxygen support a person needs. A nasal canula is probably the least amount of help, while a breathing tube (ET tube) gives complete breathing support.
The plastic thing is a nasal cannula, which is good for supplementary oxygen. An oxygen mask allows doctors to deliver a higher, more concentrated dose of oxygen to a patient. A breathing tube is inserted when a patient cannot breathe sufficiently on her own, and she is connected to a ventilator, which breathes for her until she is strong enough to breathe on her own.