There are two types of diminished scales, both are constructed by alternating whole steps (whole tones) and half steps (half tones):
  1. Whole step half step (abbreviated WH). A C WS would be: C, D, Eb, F, F#, Ab, A, B
  2. Half step whole step (abbreviated HW). A C HS would be: C, Db, Eb, E, F#, G, A, Bb
Note for improvisors: The HW diminished scale outlines a dominant seventh chord with a lowered ninth and fifth. For example, C7b9b5 is C E Gb Bb Db, so it is a good choice to use over such chords. John Coltrane used this alot.
The WH diminished scale outlines a diminished chord, and can be used over such chords.

Important: do not confuse the two, as they sound radically different!