A hefeweizen is just a Bavarian style wheat beer served "mit hefe", which is German for "with yeast." There are other types of wheat beers and other types of Bavarian wheat beers, too, so the easy way to think about it is this: Wheat beers are simply beers that use a large proportion of wheat in the grain bill. Bavarian style wheat beers are one type of wheat beer, and a hefeweizen is one type of Bavarian style wheat beer.
What usually divides the style, like many other types of beer, is the type of yeast use. Bavarian wheat yeast tends to give the classic flavors (banana & cloves, usually) that people associate with the style. Hence, and beer that uses that type of yeast with a good portion of wheat is a Bavarian style wheat beer, regardless of where it's made. Ingredients otherwise tend to be the same. Does that help any?
