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The ones that you'll recognize from everyday use are the "in ___ place" set:

here: "in this place"
there: "in that place"
where: "in what place"

But the rest of them were once in common use too:

hence: "from this place"
thence: "from that place"
whence: "from what place"

hither: "to this place"
thither: "to that place"
whither: "to what place"

Mostly you'll see "whence" in the set phrase "from whence you came", which means "from from what place you came (from)". The "__ither" set have largely disappeared except for the set phrase "hither, thither, and yon", used to indicate motion to a bunch of places in quick succession.