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I know that they, them, and their did not exist in Old English. What language are they derived from?

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Old English definitely had a form of them. The others are from Old Norse. –  Robusto Aug 8 '11 at 16:41
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up vote 7 down vote accepted

Old English had a set of plural pronouns that were very similar to the masculine/feminine pronouns, differing only in the vowels. The third person plural pronoun was:

Nom: hīe [hiːə], Acc: hīe, Dat: him, Gen: hira

These gradually fell out of use to be replaced by the Old Norse word þeir, originally meaning "those". This was partly because the sound changes from Old English to Middle English would have caused many of the 3rd-person pronouns to become identical. In particular, if the word hīe had not been replaced by þeir, it would eventually have been pronounced identically to "she"!

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OE also had thǣm and thām, depending on the manuscript, IIRC. I don't have my ASD here but I'll look for a reference tonight. –  Robusto Aug 8 '11 at 18:23
    
Huh, I asked some of my friends this question and they said that the reason for change was because of the impact Viking had on their occupation in England. Its either one or both. –  Sȱɳɨȼ Ʈħe ǶḝÐɠḝħȱɠ Aug 8 '11 at 23:55
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