Circuit training is moving from one activity to another... for example, a circuit weight workout is weights then cardio like many of Cathe's workouts. LIC, High Step Challenge, etc.
Interval training is taking your heart rate from a steady pace to an elevated pace and then repeating that pattern. Each Imax accomplishes that with the step portion followed by a blast. (Step = steady, Blast = elevated) The cardio coach and itrain workouts do the same thing but with pace/elevation changes to increase your heart rate.
HTH