What I understand is that all three concepts are related to long-running transactions.
A process manager is, to my understanding, a finite state machine which simply
Saga and Process Manager are two integration patterns. They are very alike, but not in total.
Take a look at CQRS Journey project on MSDN:
http://msdn.microsoft.com/en-us/library/jj591569.aspx
Clarifying the terminology
The term saga is commonly used in discussions of CQRS to refer to a piece of code that coordinates and routes messages between bounded contexts and aggregates. However, for the purposes of this guidance we prefer to use the term process manager to refer to this type of code artifact. There are two reasons for this:
There is a well-known, pre-existing definition of the term saga that has a different meaning from the one generally understood in relation to CQRS. The term process manager is a better description of the role performed by this type of code artifact.
Although the term saga is often used in the context of the CQRS pattern, it has a pre-existing definition. We have chosen to use the term process manager in this guidance to avoid confusion with this pre-existing definition.
The term saga, in relation to distributed systems, was originally defined in the paper "Sagas" by Hector Garcia-Molina and Kenneth Salem. This paper proposes a mechanism that it calls a saga as an alternative to using a distributed transaction for managing a long-running business process. The paper recognizes that business processes are often comprised of multiple steps, each of which involves a transaction, and that overall consistency can be achieved by grouping these individual transactions into a distributed transaction. However, in long-running business processes, using distributed transactions can impact on the performance and concurrency of the system because of the locks that must be held for the duration of the distributed transaction.
Saga has no state while Process Manager has.
Another difference - Process Manager is a state machine, Saga is not.
Saga does not have
.. and Process Manager has
Read more in my blog: http://blog.devarchive.net/2015/11/saga-vs-process-manager.html
Both Process manager and saga route a message through multiple processing steps when the required steps may not be known at design time and may not be sequential.
Process manager pattern is a durable event scheduler that encapsulates process specific logic and maintain a central point of control deciding what to execute next once a process is completed. Process managers maintain state so for example say a payment was taken from a customer, the fact an order must now be sent to them is persisted in the process manager.
Saga manager pattern. Encapsulates process logic deciding what to execute next once a process is completed. A saga holds no state so decideds what to do next based entirely on the content of the incoming message or event. So in the case when a payment is taken by a process, that process also creates a new message indicating an order must now be sent, including what needs to be sent and to whom. The message also contains additional payment information so if something were to go wrong sending the order the payment gets refunded.
What is a saga in contrast to a process manager?
The intent of these patterns is different. A process manager is a workflow pattern which can, as you say, be built on top of a state machine. A process manager will retain state between messages, and will contain logic in order to determine which action should be taken in response to a message (for example, transitioning state or sending another message). Some frameworks incorrectly refer to these as sagas.
By contrast, a saga (according to the original definitions) is a pattern intended to help manage failures. It involves multiple workflows across systems, where each will allow some form of compensating action to be taken in a later transaction in the case of a failure elsewhere.
This compensation is the defining characteristic of a saga. Note that the saga itself does't know what the compensating action might be. Sagas are often implemented using the routing slip pattern.
Are they mutually exclusive? Can you go along all the way with only one of them?
They aren't mutually exclusive - it's likely that, for example, a system participating in a saga might use a process manager to actually handle its piece of processing.
Other Resources
Some of these posts may help provide more detail and provide examples: