HGST (Hitachi Global Storage Technologies) was acquired by Western Digital in 2012. So, now WD is a parent company of HGST. Both drives are consumer grade and you can buy them in any store. Some laptops have them in as well. Mostly you will find them in Apple products. Those drives seem to be higher quality than the ones that come directly from WD. Also, HGST are quite pricey. Basically, it's like Lexus for Toyota or Infinity for Nissan.
In May 2012, WD divested to Toshiba assets that enabled Toshiba to manufacture and sell 3.5-inch hard drives for the desktop and consumer electronics markets to address the requirements of regulatory agencies.
On October 19, 2015, Western Digital Corporation announced a decision from China's Ministry of Commerce ("MOFCOM") which enabled the company to integrate substantial portions of its HGST and WD subsidiaries under Western Digital Corporation ("Western Digital"), but they must offer both HGST and WD product brands in the market and maintain separate sales teams for two years from the date of the decision. As such, as of October 19, 2015, HGST is a Western Digital brand, and no longer a separate entity.