Question: Is there any difference in meaning between *come*, *come over* and *come along* in the sense of arriving at a place? For example:

> 
> I didn't expect you to show up at my party. Thanks for **coming**.
> 
> 
> I didn't expect you to show up at my party. Thanks for **coming over**.
> 
> 
> I didn't expect you to show up at my party. Thanks for **coming along**.
> 
> 
> 

According online dictionaries, they all mean the same, I mean, I can't see any difference. If so, then could you tell what's the point of adding *along* or over *there*?

Answer: 
"Thanks for coming" means, "thank you for attending [this event]".

"Thanks for coming over" means, "thank you for making the effort to travel [here]".

"Thanks for coming along" means, "thank you for accompanying me [to wherever *or* on this journey *or* as i do this thing]".
"Thanks for coming" - you're thanking the person for turning up to your party.

"Thanks for comming over." - you're thanking the person for making the effort to get to your party. 

"Thanks for comming along." - This one's more vague. It could mean either of the first two meanings, or, more figuratively, you could be thanking the person for going along with the long and complicated train of events that lead to the party. For example, picking up Alice, getting the cake, and putting up with someone she hates who'll be there.

In general:

"to come" is used for motion towards a place

"to come over" is used for motion from one place towards another place, or motion towards a place crossing some obstacle - a river, a street, a mountain or a border.

"to come along" is to join a group of people. (the movement may be physical: you're joining a bus trip to the coast, or not: you move your opinion to agree with someone)

used with "a party" all these meanings are very similar.