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In American English, a set screw is a screw that is used to secure an object, by pressure and/or friction, within or against another object, such as fixing a pulley or gear to a shaft. A set screw is normally used without a nut (which distinguishes it from a bolt), being screwed instead in a threaded hole drilled in only one of the two objects to be secured. A set screw is often headless and threaded along its entire length, so that it will sit entirely inside that hole; in which case it may be called a grub screw or blind screw.
Once fully and firmly screwed into the first object, the projecting tip of the set screw presses hard against the second object, acting like a clamp. The second object may have a machined detent (recess) to ensure that it cannot slide under the tip of the screw. On a shaft, this may be simply a flattened area. A set screw may have any type of drive, such as hex or square head, slot, or recessed --- cross (Phillips), hex (Allen), star (Torx), or square (Robertson).
In the UK, the term "set screw" or "setscrew" refers simply to a bolt which is fully threaded, with no smooth shank; called cap screw in the US.