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From X-Plane Wiki

Pitch: Movement of the aircraft's nose up or down (see the image above).

Roll: Movement of the aircraft's body along the line formed by its body; in an airplane, this is easily seen as the dip or rise of the wings (see the image above).

Yaw: Movement of the aircraft's body left or right, most easily pictured as a wagging of the aircraft's tail (see the image above).

Thanks to Wikipedia contributor ZeroOne for releasing the image above under the Creative Commons Attribution 3.0 Unported license.