Apart from the Knight, no, no piece can jump over another one. If there's a piece in the way you can take it, so long as you're careful you're not falling into a trap. That's one of the main challenges, trying to lure your opponent into a place you can gain the advantage. Sometimes you have to sacrifice a few pieces to win.
Most pieces move the same way when they take others, however pawns can only take diagonally, and only move the one square again. If there's another piece in front of them they're stuck.