They are amongst the Shiant Islands, 6km off the east coast of Lewis in the Outer Hebrides. I presume that you are referring to Rough Island (Garbh Eilean), House Island (Eilean an Tighe) and Mary Island (Eilean Mhuire).
The town of Mary is in Turkmenistan, formerly known as Merv. Second city (?) of the country. Once conquered by Alexander the Great. Great historical site, probably less fun to live there today.