For each view, there will be a minimum of two templates used. The first is used for all views: views-view.tpl.php.
The second template is determined by the style selected for the view. Note that certain aspects of the view can also change which style is used; for example, arguments which provide a summary view might change the style to one of the special summary styles.
The default style for all views is views-view-unformatted.tpl.php
Many styles will then farm out the actual display of each row to a row style; the default row style is views-view-fields.tpl.php.
Here is an example of all the templates that will be tried in the following case:
View, named foobar. Style: unformatted. Row style: Fields. Display: Page.
Important! When adding a new template to your theme, be sure to flush the theme registry cache!