**Ahí - When "there" is either near the person being talked to, or within a relatively nearby location to both the speaker and the listener.
"¿Qué tienes ahí?" - "What do you have there?"
"El libro está ahí, en ese escritorio"
**Allí - When "there" is relatively far away (farther than "ahí"), but still visible.
"Gloria vive allí, en aquella casa" - "Gloria lives over there, in that house"
**Allá - When "there" is a great distance away, and possibly even out of sight.
"Lo ví allá, en el otro lado de la colina"
"Lo escondí allá en la cochera"
If you wanted to say something like "further away, over there" it would be "más allá". You could never say "más allí" or "más ahí".
Hope that helped.