The easy one is the Santa Maria (Formerly La Gallega), which ran aground then sank, 12/24/1492 (Christmas Eve) in Hispaniola. As for exact location, there was a bit of a murmur about someone 'discovering' it a few years back, but it didn't pan out. You can read about the discovery here, here, or here.
The Pinta sort of fell off the history books. There's only really speculation. "Pinta" was her nickname, her real name was lost as far as I'm aware. Last official note about whereabouts was the return trip from the initial discovery. More about it here or here. I wish I could do more, but the running theme is 'we don't know'.
The Nina, or officially "Santa Clara" (Nina was the nickname) was known to be the favorite of Columbus. It was the only European ship to survive the hurricane of 1495 in the West Indies. Her last known location was having left Santa Domingo in 1500 on a trading run to the Pearl Coast. Whether or not she made, it, we don't know, the rest of the history is lost. She was supposed to arrive in 1501. There's a whole website dedicated to the Nina.
If you're interested, Columbus's original log was lost, but not after a copy was made for Queen Isabela, known as the Barcelona Copy. As a bonus for you, have a direct translation of Columbus's log (taken from the Barcelona Copy). Also, have the crew roster.
Useless note, I'm my family's genealogist. My family, hundreds of years ago, came from money and were ship captains (privateers) during the golden age of sail. Nearly all were torries who fought the losing side during the American Revolution. After discovering about my family's sea lives, it got me interested in the subject. Too bad that money didn't survive a few centuries...
#####TLDR
Nina - officially the Santa Clara, disappeared between 1500 and 1501 while at sea.
Pinta - we don't know official name, lost to history after return trip
Santa Maria - official name, originally La Gallega, sank Christmas Eve, 1492 in Hispaniola.
Bonuses in post were Columbus's log and crew roster.
#####Additional Note
I am, by no means, a professional historian. This particular question ties into something that I've delved into as part of a hobby. Corrections, additions, or criticism are welcome.
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