At a ballpark guess, Cinematography refers strictly to camera placement, movement, lighting, etc. Art Direction involves the decoration of the set, and I'm not sure how far into set design and costume oversight it goes.
Art Directors are pretty much in charge of the overall "look" of a film, so they can (and will) put the kibosh on any costume pieces that they don't feel fits the look. They tend to be the Project Manager of the artistic crew, coordinating the different departments (scenic, costumes, make-up, etc) to make sure that the overall film has a cohesive feel.
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