坚固 (jiāngù) describes something sturdy and robust, resisting damage — used for physical structures like buildings, walls, or furniture. 坚硬 (jiānyìng) means 'hard' as a material property (stone, metal), while 牢固 (láogù) means 'securely fastened' (a knot, a grip). 巩固 (gǒnggù) is more abstract, like consolidating a system or position.