They are held in different countries

Just the first word others match

Tennis mainly had/has players from Australia, US, England, and France among others from earlier years.
So, these countries' tennis events became more popular amongst their country and in tennis fraternity and then Tennis federation turned them into Grand slam events or Open courts.
French open court is basically a hard clay court while others are grass courts.

Wimbledon is grass
french is clay
US & Australia are turf court

The Australian Open and U.S. Open use hardcourts, the French Open on clay court and Wimbledon on grass.

There are four main types of courts depending on the materials used for the court surface: clay courts, hard courts, grass courts and indoor courts (carpet, rubber or wood). Each playing surface has its own characteristics which affect the playing style of the game.

Of the Grand Slam tournaments, the U.S. Open and Australian Open use hardcourts (though both used grass courts in the past, and the U.S. Open also used clay courts from 1975 through 1977), the French Open is played on clay (though it too was played on grass before 1928), and Wimbledon is played on grass.

AUSTRALIAN OPEN -hard court
FRENCH OPEN -clay court
WIMBLEDON-grass court
U.S. OPEN- The DecoTurf surface

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