From Gerald Erichsen,
Your Guide to Spanish Language.
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Although Spanish has no single word that means "again," it does have at least three common ways of expressing the concept. They are more or less interchangeable.

Volver a + infinitive: Volver typically means "to turn" or "to return," but when followed by the preposition a and an infinitive it is perhaps the most common way of saying "again." Some examples:

• Nunca volveré a trabajar en esta ciudad. (I will never again work in this city.)
• Es probable que no vuelva a escribir. (He probably isn't writing again.)
• Bill Gates vuelve a vender acciones de Microsoft. (Bill Gates is again selling shares in Microsoft.)
• Costanzo volvió a defenderse. (Costanzo again defended himself.)

Otra vez: Literally, otra vez means "another time." Note that una should not precede this phrase. Its use is especially common in partial sentences, i.e., ones with no verb.

• Siento que otra vez va a pasar lo mismo. (I feel the same thing is going to happen again.)
• Mucha tarea otra vez. (Much homework again.)
• Está otra vez de moda. (It's in style again.)
• El mecanismo empezó otra vez a responder. (The mechanism began to respond again.)

De nuevo: Like otra vez, de nuevo can be used in partial sentences without a verb. Unlike the English equivalent of "anew," de nuevo has colloquial as well as formal usage.

• Brasil, de nuevo campeón mundial. (Brazil, again the world champion.)
• Hace unos meses me habló de nuevo. (A few months ago she spoke to me again.)
• Empezaré de nuevo sin mirar atrás. (I will begin again without looking back.)
• Tan pronto la tenemos, contactamos de nuevo contigo. (As soon as we have it, we will contact you again.)

There are a few idioms where "again" doesn't mean "another time." Among them are its uses in the phrase "now and again," which can be translated as de vez en cuando, and the phrase "then again," which can be translated as por otra parte.