All three of these are Old English pronouns and are no longer in use.
With that said, Thee, Thou, and Thine (or Thy) are all 2nd person pronouns.
Thee is the 2nd Person nominative, Thou is the 2nd Person Objective, and Thine/Thy are the 2nd Person Possessives.
The most common places to see these in use nowadays would be in works of Shakespeare, so I will pull some examples from his prose in order to show these pronouns in usage.
Thee:
Shakespearean Example: "... by being ignorant of what greatness is promised thee."
Modern Translation: "... by not knowing what greatness is promised to you."
Thou:
Shakespearean example: "O Romeo, Romeo, wherefore art thou Romeo?"
Modern Translation: "Oh Romeo, Romeo, Why are you Romeo?" (in the context she is distraught that her lover turned out to be Romeo of the rival family.)
Thy/Thine:
Shakespearean Example: "Deny thy father and refuse thy name;"
Modern translation: "Deny your father and refuse your name;" (or more simply "leave your family so that you can be with me")
Hope this helps :)