It means the same. You can even throw in "freelance" there as well. All terms just means an external person doing work for a company in some form.

Typically you'd associate the "freelancer" with the scruffy php dev who does localpetshop.com sites from home, and the "consultant / contractor" as a temporary, full-time team member in one or more enterprise-scale projects on-site at a large customer.

In reality though, it's all the same.