One can come across these terms in the Patanjali Yoga sutras and the Tantra texts. I want the exact definition of each of the above, difference(subtle or obvious) between them and examples to illustrate the process/practice in action.
Pratyahara: We know how perceptions come. First of all there are the external instruments, then the internal organs acting in the body through the brain centres, and there is the mind. When these come together and attach themselves to some external object, then we perceive it. By Controlling the mind we can control this entire process. If the Mind is not in control it will be disturbed by the other two always. Pratyahara means controlling the mind to dettach it self from the remaining two to get the dettachment from the external world.
Dhâranâ: The main object of practicing "Pratyahara" is get established in "Dhâranâ". Once we mastred in dettaching mind from external world we need to practice concentrating it on something. It will be like feeling one organ at a time and ignoring other organs. This will result in getting extream concentration. This concentration is called Dharana. Like this we get control of body and mind completely.
Dhyana: When the mind has been trained to remain fixed on a certain internal or external location, there comes to it the power of flowing in an unbroken current, as it were, towards that point. This state is called Dhyana.
Samadhi: When one has so intensified the power of Dhyana as to be able to reject the external part of perception and remain meditating only on the internal part, the meaning, that state is called Samadhi. The three — Dharana, Dhyana, and Samadhi — together, are called Samyama. That is, if the mind can first concentrate upon an object, and then is able to continue in that concentration for a length of time, and then, by continued concentration, to dwell only on the internal part of the perception of which the object was the effect, everything comes under the control of such a mind.
You can refer to Swamy Vivekananda's "Raja yoga" and "Patanjali’s Yoga Aphorisms" lectures here.There you will find everything explained in detailed.