Three pin through hole devices can theoretically be anything. The majority of them are some kind of silicon device - Bipolar Junction Transistors, MOSFETs, diodes, voltage regulators - there is no end to what they might be.
They will typically have a code stamped on one face, and sometimes a manufacturer's logo. Searching for this code might yield good results.
Here are some common 3-pin devices that people have found in things:
- 7805 - 5V voltage regulator