They're all under the Sony umbrella, but Sony Music, Sony Pictures, Sony Computer (PlayStation), Sony Online (Everquest, etc.), and Sony Electronics (TVs, etc.)

They're all under the Sony umbrella, but Sony Music, Sony Pictures, Sony Computer (PlayStation), Sony Online (Everquest, etc.), and Sony Electronics (TVs, etc.) are all indeed separate companies. And, there are separate companies based on region; Sony Computer Entertainment America, Sony Computer Entertainment Japan, etc.