I think that all of these answers so far are quite bad (including my own previous...)
after having thought the problem through a bit more I would suggest the following:
1) take a 1 second sample of the input signal (doesn't need to be so big, but it simplifies a few things)
2) over the entire second, count the zero-crossings. at this point you have the cps (cycles per second) and know the frequency of the oscillator. (in case that's something you wanted to know)
3) now take a smaller segment of the sample to work with: take precisely 7 zero-crossings worth. (so your work buffer should now, if visualized, look like one of the graphical representations you posted with the original question.) use this small work buffer to perform the following tests. (normalizing the work buffer at this point could make life easier)
4) test for square-wave: zero crossings for a square wave are always very large differences, look for a large signal delta followed by little to no movement until the next zero crossing.
5) test for saw-wave: similar to square-wave, but a large signal delta will be followed by a linear constant signal delta.
6) test for triangle-wave: linear constant (small) signal deltas. find the peaks, divide by the distance between them and calculate what the triangle wave should look like (ideally) now test the actual signal for deviance. set a deviance tolerance threshold and you can determine whether you are looking at a triangle or a sine (or something parabolic).