There are numerous names and styles ranging from liberal to conservative including: Hijab Khimar Chador Niqab and Burqa.
It is called the ''Hijab''. Which in Arabic means to cover/veil. in Arabic, it's called Hijab and English, obviously, scarves.
Muslim women are required, per Islam religion, to cover her whole body except face and hands. Her cloth should not be tight and should be describing her body figures and sexy parts. Also, her cloth...
It is called Burqa. refer to related question below for more information.
A face veil that may not leave the eyes uncovered is a 'Niqab' A similar garment is called a 'Burqa'