Wizards are most commonly found in works of fantasy, such as mythology, legends, folklore, fantasy-themed works of fiction, and role-playing games.
Numerous people throughout history have stated that they were magicians or wizards, or were commonly believed to be so at the time. A wizard, in this case, is a person who claims to be skilled in arts considered hidden or arcane.
In modern use, the distinguishing aspect for wizards from other magicians is that their abilities were based on knowledge, rather than faith. This is not to say that wizards did not invoke religion, but it was usually done through secret techniques and rituals as opposed to only prayer.
Famous wizards in myth and literature include Merlin, Gandalf, the Wizard of Oz, and more recently the characters in the Harry Potter series.
Information source: Wikipedia