Which device is used to convert analog signals to digital signals?

In datacommunications this is a modulator/demodulator, commonly known as a modem.

In electronics a digital to analog converter (DAC) chip is used to convert digital signals to analog and an analog to digital converter (ADC) chip to convert analog signals to digital. Some chips are available which include both ADC and DAC functionality.

There are thousands of different types of DAC and ADC sytems and which one to use largely depends on how fast you want to do the conversion.