All of these groups shared one thing in common so I will address them all together. All of them were concerned with fighting back against the new ways of the 1920s. All of these groups felt that the US had, in the 1920s, gone away from its traditional values and traditional identity. They wanted to get the US back on course. Therefore, they represented a backlash against the new ways of the 1920s.
In the 1920s, America seemed to be changing. There were many more immigrants than there had been in a long time. There were the flappers and other evidence of new values. There was a new lifestyle that was centered around entertainment rather than work.
Because of these changes, the groups you mention were unhappy. They all rallied to try to push the US back to being a more traditional society.