The NKVD was a larger organization that had many functions. The Cheka and the KGB, were both smaller organizations with fewer functions. The Cheka was actually part of the NKVD. The KGB was something of a successor to the NKVD. It was one of two organizations that was created when the NKVD was disbanded in 1954.
The Cheka was just a secret political police organization. It was part of the NKVD, which was a much bigger organization. The NKVD also did regular police work as well as things like espionage, assassinations, keeping up the system of prisons known as the Gulag.
After the NKVD was broken up, the KGB took up some of its functions. The KGB became the secret police for internal affairs but was also responsible for counter-intelligence within the Soviet Union and for espionage outside the country.