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An electromagnetic wave is a wave that is capable of transmitting its energy through a vacuum (i.e., empty space). Electromagnetic waves are produced by the vibration of charged particles. Electromagnetic waves that are produced on the sun subsequently travel to Earth through the vacuum of outer space. Were it not for the ability of electromagnetic waves to travel to through a vacuum, there would undoubtedly be no life on Earth. All light waves are examples of electromagnetic waves A mechanical wave is a wave that is not capable of transmitting its energy through a vacuum. Mechanical waves require a medium in order to transport their energy from one location to another. A sound wave is an example of a mechanical wave. Sound waves are incapable of traveling through a vacuum. Slinky waves, water waves, stadium waves, and jump rope waves are other examples of mechanical waves; each requires some medium in order to exist. Via-http://www.physicsclassroom.com/
In the propagation of mechanical waves , the matter particles oscillate. For the EM waves it is the electric field vector and the magnetic field vector that oscillates. Another important difference is that mechanical waves can be longitudianal as well as transverse. EM waves are always transverse