[<< wikibooks] Russian/Personal Pronouns
The personal pronouns in Russian are arguably the easiest to learn. As they do not modify nouns (unlike their possessive counterparts), they conjugate only by case. They are:

There are two important nuances to these pronouns. First, notice that the masculine and neuter third-person singular pronouns are the same in all cases but the nominative, and in the genitive and accusative are pronounced 'ye-vo', not 'ye-go'. Second, if the pronoun's case is called by a preposition, third-person pronouns gain the prefix н- (e.g., compare 'his' in 'It's his house', Это его дом, and 'He has a house', У него есть дом).

Nominative: Where are you? - Где вы?
Genitive: What do you have there? - Что у вас там есть?
Dative: He's writing to thee - Он тебе пишет
Accusative: I love thee - Я тебя люблю
Instrumental: She's walking with them - Она с ними идёт - note the suffice н- after the preposition
Prepositional: We're talking about her - Мы о ней говорим