I actually came across something like this not too long ago... check it out over on msdn (see the first answer)
in summary:
.cer - certificate stored in the X.509 standard format. This certificate contains information about the certificate's owner... along with public and private keys.
.pvk - files are used to store private keys for code signing. You can also create a certificate based on .pvk private key file.
.pfx - stands for personal exchange format. It is used to exchange public and private objects in a single file. A pfx file can be created from .cer file. Can also be used to create a Software Publisher Certificate.
I summarized the info from the page based on the suggestion from the comments.