Each of these are a bit different, I think.
A drive through bank is a bank that has a window or machines on the outside that people can operate without leaving there car.
A drive through at a restaurant is similar, they have a menu you can order from, and you pay and pick your food up from your car. This is usually with fast food restaurants.
I'm not sure about drive in churches, to be honest. Never had those where I lived.
Drive in movies were an older style movie experience that isn't very common anymore. The theater is built outdoor with a large screen, and people would pay and park there car near it and watch the movie from there car. These are very rare today, most theaters are now in buildings.