A. There’s only one Book of Esther and Purim story, but there are five books in Jewish scripture which bear the name Megillah. But you are right, when people say Megillah they are almost always referring to the Book of Esther or the tractate of Talmud on the Purim Holiday.
The other four Megillot are: Eicha or Lamentations, read in all synagogues on Tisha B’Av; Kohelet or Ecclesiastes, read in many communities on the Sabbath of Sukkot; Shir HaShirim or Song of Songs, which many read on Passover; and the Book of Ruth which many read in the synagogue on Shavuot.