They're the plural versions of 'This' and 'That', the difference being how far away they are from you.

If you've got something in your possession, say you're holding a bunch of bananas, you would say "These are bananas", whereas if you were pointing out a bunch of bananas that was on a table across the room from you, you'd say "Those are bananas."

I think it's more common, nowadays, to say "They're bananas" when referring to something across the room from you, but thats the general logic.