Say, tell, speak and talk.

An analysis of the main distinctions for the upper intermediate to advanced student. 

Main differences

SAY:

Say usually takes a direct object. The direct object may be

Say can also occur with a to- infinitive phrase that is similar to an imperative:

John´s mother said to be sure to remember the beer for the barbecue.
The solicitor said to call back before the end of business today.

Say can be followed by the adverb so:

Why can´t I smoke in the house? Because Mum said so!

Say is never followed directly by an indirect object pronoun. This is perhaps the most common difficulty students have with say. If there is an indirect object, it must be a “to” indirect object

If the speaker wants to use say with an indirect object, which is in itself rare, the preposition to must be used. This use of “say to somebody” occurs only with long clauses beginning with that:

When you want to mention the person or persons you are addressing the words to the use of the verb tell is however, much more common than say.

TELL:

Tell almost always occurs with an indirect object:

Please tell me what you have been up to since I last saw you.
Nobody told me about the party – that’s the only reason why I didn´t attend.

Tell does, however, occur without an indirect object and with a limited number of direct objects in expressions such as tell a lie, tell a story, tell the truth, tell secrets:

David seldom tells the truth to his boss or his wife.
I’ve never been any good at telling jokes.

Tell may occur without an overt (visible) indirect object in a certain kind of context—if the context indicates that there is an audience—but only with wh-noun clauses or phrases:

We were all fascinated as he told how he first decided to become a professional gambler.

Tell must have an overt indirect object in all other contexts, that is, a word that refers to a person and which comes directly after it:

We just wanted to tell YOU how much we appreciated your efforts on our behalf.
Please don't tell THE OTHERS about this.

If the direct object is a that-noun clause, it must also have an indirect object:

They told ME that I'd better arrive early

Will you please tell THOSE KIDS to stop playing their music at that obscene volume!

Tell may also occur with an animate direct object ("Peter" and "everyone" in the examples below) and a to-infinitive complement ("to bring" and "to come" below); this construction has an imperative meaning:

Tell Peter to bring the car round to the main entrance.
Tell everyone to come down to dinner right away.

SPEAK

Speak can take a direct object, but it seldom does so. Again, it may be followed by a limited number of nouns, including expressions such as speak the truth (a more formal version of tell the truth, often used in judicial contexts) and speak one´s mind, as well as speak (names of languages).

Speak is used with the names and numbers of languages:

He's supposedly German, but speaks English with virtually no accent.

She speaks a number of languages well enough to get by, but only two fluently.

Speak is used with direct objects in certain idioms, such as speak a word and speak one's mind:

They hardly spoke a word  to each other all evening.
She doesn't hesitate to speak her mind when she´s got something on it.

Speak usually does not take a direct object, however, with expressions other than those above. It does, however, take a to- indirect object:

My bank manager spoke TO ME at length about my burgeoning overdraft.
You ought to speak TO THEM about renting a room.

Speak with a plural subject is used in formal style to mean "converse":

The manager and the union representative spoke of the need to improve
They spoke of productivity, but not about wages.

TALK: Talk is very general in meaning. It means "to use spoken language to express oneself." Most often, it does not have a direct object. It can be used to describe a one-way communication or a two-way conversation.

My mother-in-law talked nonstop for more than an hour. I could hardly get a word in edgewise
They talked so long among themselves that they didn't notice that some of the other delegates were nodding off.
The baby obviously isn´t talking yet—he's only eight months old.

Talk does occur in certain expressions with a direct object, but these are idiomatic:

Pete loves to talk shop/ talk politics/ talk sports

Talk can take a to-indirect object, but not a direct object (except in special idioms):

Where's the doctor? I need to talk to him urgently about my mother´s heart condition.
I´m afraid I can´t make a decision on this. You'll have to talk to my superior.