There are three major divisions in the Jewish Cannon the Torah, Neviim and Ketuvim.  Together they are known by the acronym TaNaKh.  Many say that these books contained in each division were canonized at different times.  The oldest group being the Torah, followed by the Prophets and then the Writings. 

The Jewish Cannon corresponds to the Protestant Old Testament with the books in a slightly different order.

Torah (The Law)
  Genesis Exodus Leviticus Numbers Deuteronomy
Nevi'im (The Prophets)
  Former Prophets
  Joshua Judges Samuel (I & II) Kings(I & II)
  Latter Prophets
  Isaiah Jeremiah Ezekiel
  The Book of the Twelve (Twelve Minor Prophets)
  Hosea Joel Amos  Obadiah 
  Johah Mikah Nahum Habakkuk
  Zephaniah Haggai Zechariah Malachi
Ketuvim (The Writings)
  Poetry
  Plsams Proverbs Job
  Megilloth (The Five Rolls)
  Song of Songs Ruth Lamentations Ecclesiastes Esther
  History
  Daniel Ezra-Nehamiah Chronicles