Usually, I use the
scp command to transfer files on *nixes.
What's the difference between SFTP and SCP? Don't they both work on SSH?
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In a nutshell, SCP can only be used for transferring files, and it is non-interactive (i.e., everything has to be specified on the command line). SFTP is more elaborate, and allows interactive commands to do things like creating directories, deleting directories and files (all subject to system permissions, of course), etc.
Compared to the earlier SCP protocol, which allows only file transfers, the SFTP protocol allows for a range of operations on remote files – it is more like a remote file system protocol. An SFTP client's extra capabilities compared to an SCP client include resuming interrupted transfers, directory listings, and remote file removal.  For these reasons it is relatively simple to implement a GUI SFTP client compared with a GUI SCP client.
Although both SCP and SFTP utilize the same SSH encryption during file transfer with the same general level of overhead, SCP is usually much faster than SFTP at transferring files, especially on high latency networks. This happens because SCP implements a more efficient transfer algorithm, one which does not require waiting for packet confirmations. This leads to faster speed but comes at the expense of not being able to interrupt a transfer, so unlike SFTP, SCP transfer cannot be canceled without terminating the session.
From a purely command line perspective :
Other important difference between the 2 commands is that sftp cannot put a local file to a remote location using a single command line, although it can get remote file, while scp can do both.
sftp user@host:/path/to/remote.file [/path/to/local.file]
scp user@host:/path/to/remote.file [/path/to/local.file]
scp /path/to/local.file user@host:[/path/to/remote.file]
SSH (Secure SHell) is a cryptographic network protocol to allow remote login and other network services to operate securely over an unsecured network.
Differences: SFTP is works on interactive mode (session) and SCP works on non-interactive. Using SFTP we can access remote file system i.e. creating, deleting, and listing files.
Similarities: Both SCP(Secure Copy Protocol) and SFTP (SSH File Transfer Protocol) are network protocols, which supports file management between hosts on a network. Both uses SSH.
Most differences of the two protocols have already been said in other answers, and more verbosely in https://unix.stackexchange.com/q/8707/19088
Another difference, according to the documentation of curl, is that the SCP protocol is not very portable and usually only works between Unix systems.
By the way, curl implements both protocols and unlike the default OpenSSH SFTP client implementation, it is non-interactive for both SFTP and SCP.
And note that there is also the FISH protocol, which allows you to transfer files via SSH without the need of SCP or SFTP. As far as I know FISH is not very popular, currently implemented in just a few file managers (Midnight Commander and some that are KDE-based) and Lftp.