
brüllen
to yell
To shout, call out, or cry very loudly. Usually refers to people.
Hör auf zu brüllen, ich stehe doch direkt neben dir!
Stop yelling, I'm standing right next to you!
to roar / yell
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to yell
To shout, call out, or cry very loudly. Usually refers to people.
Hör auf zu brüllen, ich stehe doch direkt neben dir!
Stop yelling, I'm standing right next to you!

to roar
To make the loud, deep sound typical of certain large animals, especially lions.
Im Zoo konnten wir die Löwen zur Fütterungszeit brüllen hören.
At the zoo, we could hear the lions roaring at feeding time.

to roar with laughter
Colloquial for laughing very loudly and uncontrollably.
Er hat über den Witz so laut gebrüllt, dass sich alle nach ihm umgedreht haben.
He roared so loudly at the joke that everyone turned around to look at him.
The meaning of 'brüllen' (to roar/yell) depends heavily on context. Is it an animal (lion), an angry person, or a laughing person? The situation makes it clear whether it is roaring/yelling out of anger, pain, or joy.
Als der Löwe brüllte, hielten sich alle Kinder die Ohren zu.
When the lion roared, all the children covered their ears.
When people 'brüllen' (yell), the reason is often expressed with the preposition 'vor' and an emotion in the dative. Typical combinations are 'vor Wut brüllen' (to yell with anger) or 'vor Schmerz brüllen' (to scream with pain).
Als er den Kratzer am Auto sah, brüllte er vor Wut.
When he saw the scratch on the car, he yelled with anger.
In connection with large, powerful animals such as lions, tigers, or bears, 'brüllen' means their typical loud call. In this case, the subject of the sentence is almost always an animal.
Man konnte die Tiger im Nachbargehege brüllen hören.
You could hear the tigers roaring in the neighboring enclosure.
In colloquial language, 'brüllen' can also mean 'sehr laut lachen' (to laugh very loudly). This use is informal and often part of the expression 'vor Lachen brüllen' (to roar with laughter).
Die Komödie war so lustig, das ganze Kino hat gebrüllt.
The comedy was so funny, the whole cinema was roaring with laughter.
to scream
Schreien and brüllen both refer to very loud human utterances, for example in anger or pain. Brüllen usually sounds more forceful, deeper, and less restrained, while schreien is the more general term. Schreien is suitable in a neutral description; brüllen is often used for especially intense, loud shouting.

Der wütende Mann brüllte so laut, dass alle im Raum erschraken.
The angry man roared so loudly that everyone in the room was startled.
Der Mann schrie vor Schmerz, als er sich an der Hand verletzte.
The man screamed in pain when he injured his hand.