Oxygen.

A glowing wooden splint relights in a test tube of oxygen.

Carbon Dioxide.

If Carbon dioxide is present it will turn limewater milky. To do this you must bubble the gas through the limewater. A lighted wooden splint goes out in a test tube of carbon dioxide but this happens with other gases, too. So the limewater test is a better choice.

Hydrogen.

A lighted wooden splint makes a popping sound in a test tube of hydrogen.