Good question, Iyffrank! There is a difference, even though the words are so similar, because of the prepositions!
"In which" means that one object or event or situation occurs within another. Example: This is the movie in which I saw the famous actor.
(I know you didn't ask this, but you might see this, too) "For which" refers to an object or situation that occurs for the advantage or benefit of another object or situation. Example: She needs to buy her groceries, for which she has made a shopping list.
"Of which" indicates an object or event of particular reference, especially in contrast with a group of related objects or events. Example: I have multiple friends, of which two are boys and five are girls.