One key difference is that literature reviews can be broadly divided into a few categories:
1) those that are part of the research process (i.e., after deciding on a research question one looks at previous related research to see not only what the current state of research is but also what methods, experimental designs, etc., were used)
3) the part of a research paper that reviews the literature in an empirical study
I've seen papers contain both "theoretical analysis" and "conceptual analysis" in the title, as in they can be fairly indistinguishable. However, 'theoretical analysis' can refer to an actual analysis of empirical data obtained through experiments but with a focus on theory rather than application (see e.g., A Theoretical Analysis of Feature Pooling in Visual Recognition http://machinelearning.wustl.edu/mlpapers/paper_files/icml2010_BoureauPL10.pdf
). While "literature review" is in everything from research methods dictionaries/encyclopedias & textbooks to scholarship in the philosophy of science, "theoretical analysis" is not (at least not to refer to some specific type of academic output or methodological approach). Within certain meta-theoretical frameworks (grounded theory) and certain methodological approaches within particular fields (e.g., qualitative research in which thematic and/or content analysis is a necessary part of analyzing open-response data, interview data, and other non-quantitative data), one finds conceptual analysis used more regularly in a specific sense, but for the most part these terms can refer to any non-quantitative analysis. They do not, in general, have the kind of specific senses that "literature review" has.