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For scalar measures, directional differentiability can be defined with respect to the following four topologies:   (a) the topology \\(\\tau_f\\) of weak convergence of measures,   (b) the topology \\(\\tau_s\\) of convergence on all measurable sets,   (c) the topology \\(\\tau_v\\) of convergence in variation,   (d) the topology \\(\\tau_{sv}\\) of convergence with respect to semivariation.   The goal of the author is to prove that, for vector measures, all four definitions, that is, (a)--(d) are generally nonequivalent, and that for measures with values in Banach spaces with the Radon-Nikodym property, the definitions of differentiability in the topologies \\(\\tau_s\\) and \\(\\tau_v\\) (and hence, in \\(\\tau_{sv})\\) are 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