Copyright is a form of protection provided by the laws of the United States (title 17, U.S.Code) to the authors of “original works of authorship,” including literary, dramatic, musical, artistic, and certain other intellectual works. This protection is available to both published and unpublished works.
from US Copyright Office "Copyright Basics"
Copyright only applies to the following kinds of works:
This list encompasses most kinds of creative or intellectual expression. Works must also be "fixed in a tangible medium of expression". Unfixed works like improvised music, speeches, or dances are not protected by copyright.
Remember: copyright is not designed to reward hard work but, rather, to foster creativity. Works that took a lot of effort to put together but that don't contain original expression do not qualify for copyright protection.
This 10 minute video covers the basics without violating copyright.