Thee, thy, thou and ye have all been replaced by the words "you" and "your" in modern English. In Middle English, the word "you" had an informal and a formal form, with different cases. Thou, thy, thee were the informal forms, just like "Tu" in Spanish. Thou is the nominative case, used for the subject of a sentence. Thy is the genitive, which means "your." Thee is the accusative, which is used as the object of a verb or preposition. Ye was the formal (and plural) form of "you." This is like saying "Usted/Vous/Voce" instead of "Tu."

I'll show how the pattern works against the other pronouns. I think you can work it out from there. I... me... my We...us...our Thou... thee... thy (second person singular; now no longer used) You... ye (second person plural; now we use "you" for both plural and singular, and we don't use "ye" anymore)