Crash refers to a violent collision, usually with noise. As a noun, it refers to the collision itself (car crash) or to the noise caused by the collision (I heard a loud crash). It can also be a verb, as in: "to crash a car" (="to collide a car into something"), "to crash into a car" (="to collide with a car"). Usually, damage is implied.
Wreck implies that something is destroyed or very damaged. Not necessarily through a collision. As a noun, it refers to the thing being destroyed/heavily damaged after it has been wrecked (the wreck of a ship, an emotional wreck of a man). As a verb, it refers to the act of destroying/damaging the thing (to wreck a car, to wreck someone emotionally).
To collide is just to hit something else while moving. A car can collide with another car, a human can collide with a tree. As long as two things come into contact, it's technically a collision, though generally it needs to be impactful. (You wouldn't really refer to a feather landing on the floor as a collision.)
The difference is in what these words imply. If you crash a car, it implies you made it collide into something in a way that was probably abrupt, noisy, and most likely left the car damaged. If you wreck a car, it implies you totally destroyed it - though not necessarily by colliding it with something else. If you just made a car collide (collided it), it might not even be very damaged, because all that is implied is that the car hit something else.
Imo, there's another difference when using these words, that has to do with intent. A car can collide with or crash into another car. It can be entirely accidental. But you'd rarely see "the car wrecked the other car" or "the car crashed the other car", because it implies some kind of intent on the part of the car.
Sorry if any part of this is wrong, and it would help a lot to know what context you are trying to use the words in! :)