If you're not familiar with them, a wolf call and a coyote call can sound alike, more or less. Once you've heard each of them for many nights running, you'll never confuse them again.
Call of the coyote
Coyotes make high-pitched yips, yelps, and barks which sound a lot like the other sounds a bunch of small terriers make when they're playing. The short, mid-pitched bark of the coyote sounds almost exactly like a terrier's, but then it often goes into something that sounds almost like a short scream or a weird, highly-pitched laugh.
They do a lot of barking. Even the Latin name of the coyote means "barking dog!" Most of a coyote's barking is usually associated with territoriality. Coyotes will always bark at a dog of comparable size and ability to warn it off. A smaller dog may not be as lucky, especially if it's caught alone.
Coyotes howl as part of pack behaviour. If the howling is all at one high note, it's for calling the pack together. Coyote packs are usually much smaller than wolf packs, usually with no more than half a dozen coyotes joining in the howl. You can tell when the pack's arrived because the howling gets higher in pitch, mixed in with high-pitched yelps and yips. Howling's also used to warn other coyote packs away from a pack's territory.
Call of the gray wolf
Wolves growl, bark, and even whine, like the sound your dog makes when he's anxious or he's begging for something he really, really wants. Wolf whines can be playful, anxious, or intimate. There's even one type of high-pitched whine which means the wolf is getting ready to attack. That one's usually mixed in with an unnerving short howl.
Apart from the whine, everything's lower pitched than the same sound from a coyote. Wolf howls are long and low, rich in harmonics, and a single male howl may go through an entire octave in pitch. A wolf may also whimper softly, either in greeting or in submission to the alpha wolf. Unlike coyotes, wolves never yip!
A wolf also won't keep on barking like a coyote. If a few barks don't get the message across, the wolf either attacks or silently retreats. Growls are very low pitched. They can be friendly or challenging, and are very common among playing puppies.
Like coyotes, wolves howl as part of pack behaviour. Pack behaviour in the wolf goes back a long, long way, so the howling of a wolf pack is very sophisticated.
Howls keep the pack together and each wolf in its place. Unlike coyote packs, wolf packs aren't usually made up of fewer than a dozen wolves, and sometimes as many as three dozen wolves! That's a lot of wolves to keep track of. Pack howls are correspondingly louder, and on top of that, packs sometimes try to bluff other packs through their howls to sound "bigger" than they are. They do this by harmonizing with each other rather than coming in on the same note. On the other hand, some of the lowest ranking packmates aren't even allowed to join in the pack's howl, and may be punished if they join in.
Howls are also a warning to other packs to stay clear of the pack's territory. A lone wolf which has been separated from its pack may begin howling to try to make contact with its pack, but it risks attracting the wrong kind of attention. A wolf which strays into another pack's territory may be killed by that pack. This is why older wolves avoid howling when they're near other packs. But puppies don't know any better, and howl in response to everyone until they learn about hunting with the pack. By then, they've also learned to tell the difference between other packs and their pack.
Hunting howls are the shortest and highest-pitched of all. Coyote hunting howls stay on one high-pitched note. The hunting howls of wolves go back and forth between two notes. When they get really close to the prey, one of those notes turns into nearly a bark.
New genetic studies have shown that the eastern coyote is actually part wolf. There's been some interbreeding not too long ago, and it's still ongoing. Maybe that's why it's got such strong pack behaviours and why its howl sounds so wolflike. Still, these hybrid coyotes stay clear of the true gray wolf packs of the northern forests. With the exception of urban areas, they rarely venture much farther north than the 49th parallel.
There's no danger of coyote-wolf hybrids in the west. The wolves here catch, kill, and eat coyotes. After wolves were reintroduced to Yellowstone National Park, the local coyote population was halved. Coyote packs in Yellowstone are simply self defence!