Let me start off by saying I am not an English grammar professional, so I may not always speak about things using the most rigorous expert terminology. But I am trained in a number of languages (Latin, Ancient Greek, Spanish, French, Italian, German), and I have a very good grasp of grammar, even if I sometimes have my own idiosyncratic way of explaining things.
All of that having been said, here's my real answer:
In your examples (after the first one), Jim is the object of a preposition, as noted in another answer. Same for "herself" (again, as noted in another answer).
The new bit of information I want to add (what makes my answer an answer and not a comment), is this:
You have a direct object (DO) and an indirect object (IO) with verbs of giving, showing, and telling. The DO is the thing the subject gives, shows, or tells. The IO is the person (or perhaps thing) to whom (or perhaps to which) the subject gives, shows, or tells the DO.
Jim gives the book to Sally.
Sally shows the picture to Jim.
Jim and Sally give a bone to the dog.
If you follow that basic principle, it's usually pretty clear when you have a IO and when you have something else, like the object of a preposition.
I should just add that, in English, you can make this seem a bit more obscure by omitting the preposition "to" as follows:
Jim gives Sally the book.
Sally shows Jim the picture.
Jim and Sally give the dog a bone.
If you see a sentence like this and you are confused, ask yourself, "Can I change this to a construction using 'to' and have it make the same sense?"
For example, can I change "Jim gives Sally the book" to "Jim gives the book to Sally" and have it make the same sense?
If so, then you've still got an construction with a DO and an IO. Again, you will see this construction with verbs of giving, showing, and telling.
Does that make sense? Does any aspect of this answer require clarification?