"NSA Suite B" is a definition of algorithms that shall be implemented to be able to... claim "Suite B" support. It is more guidelines than anything else, aimed at improving interoperability. Having support for Suite B algorithms can be a requirement to sell products to the US Federal Government; however, in general, there is no rule which makes implementation of these algorithms mandatory, and no certification system which formally guarantees that you implemented these algorithms correctly.
FIPS 140-2 is a formal definition of security requirements for cryptographic modules; it defines "levels". In order to claim a level, you not only have to do everything as specified in FIPS 140-2 for that level, but also to do a thorough audit which verifies your claims. Implemented algorithms are only a small part of FIPS 140-2; it also encompasses things like physical shielding and background checks on developers. For the algorithms, there is a list of approved algorithms; algorithms outside that list are simply ignored by FIPS 140-2 (your module can implement them, but they are out of scope).
Since the US government has not (yet) fallen to the Absurdity Circle of Hell, the "suite B" algorithms are a subset of the algorithms covered by FIPS 140-2.
As for OpenSSL:
- It implements many cryptographic algorithms, including the "Suite B" algorithms but also many others.
- OpenSSL is not, by itself, certified to comply with any level of FIPS 140-2, but it includes a "module" which has obtained some official stamp at some point, subject to some conditions, which are explained here and there.
Bottom-line: anybody can claim "Suite B" support; that's just a claim. A FIPS 140-2 certification for some level is considerably more formal, expensive, and restrictive. Compliance to FIPS 140-2 levels often creep up in big organizations as requirements; e.g. if you want to build and operate a PKI which complies to WebTrust (and is declared as such by an independent audit firm), then keeping CA keys in Hardware Security Modules which have been certified FIPS 140-2 level 3 will help a lot.