According to current diagnosis criteria, Agoraphobia and Social Anxiety are two different anxiety disorders. Agoraphobia is technically a subset of Panic Disorder. It occurs when someone with Panic Disorder becomes afraid of having a panic attack in settings that are difficult to escape from: most social settings, driving on the freeway, etc. Slowly, the agoraphobic person begins to avoid these places entirely or will only go with a "safe" person accompanying them. Sometimes there will be a "safety" radius around someone's house; they will only travel so many miles away, etc. But not everyone who has Panic Disorder will develop Agoraphobia.

I think the new DSM is going to make Agoraphobia its own category separate from Panic Disorder, though this is not confirmed.

It is common for anxiety disorders to overlap. I've been diagnosed with Panic Disorder/Agoraphobia, Social Anxiety AND Generalized Anxiety. So let's just say I'm a very anxious person...