Actually, they pretty much ARE the same character.
It's just that the first is a human mage "Master", while the second is the first one possessed by a god to act as a "Servant"
The third one is the same as the second, except the god that possesses her in that form changes her hair from black to blonde.

Fate in infamous for re-re-re-reusing popular character models for a lot of characters. There are at least 7 characters that basically use the same style as Saber (Arturia) in the show, not including all her versions like Lily and such. It's a fucking mess.