Nationalisation, is the process of taking an industry or assets into the public ownership of a national government or state. Nationalization usually refers to private assets, but may also mean assets owned by lower levels of government, such as municipalities, being transferred to the public sector to be operated by or owned by the state. The opposite of nationalization is usually privatization or de-nationalisation, but may also be municipalization.
Expropriation is the act of a government taking private property; eminent domain is the legal term describing the government's right to do so. In the United States, this right is granted, indirectly, by the Fifth Amendment to the Constitution, which states, in part, that "private property [shall not] be taken for public use, without just compensation." The courts have interpreted this clause's limitation of the power to expropriate as implying the existence of the power itself. International law recognizes the right of countries to seize private property to further national welfare, but it requires that both citizens and aliens be treated in the same manner. The issue of just compensation in return for expropriated property differs from country to country. The United States and most Western countries maintain that the expropriating country should pay prompt, adequate, and effective compensation.
Confiscation, In law, the act of seizing property without compensation and submitting it to the public treasury. Illegal items such as narcotics or firearms, or profits from the sale of illegal items, may be confiscated by the police. Additionally, government action (e.g., zoning or rate setting) that reduces the value of property to an owner so as to make it nearly worthless has been held to constitute confiscation.
As you can see the three are very similar in nature.