There are categories, and categories of categories, and so on, and any of these categories may or may not have labels already in the language, as Colin pointed out. If a set of words has a word for that set, that word is called a hypernym.
And the semantic category depends on the particular collection you want to name (the collection may not be coherent).
But for these three words, I find that the best encompassing hypernym is
road or roadway,
even though 'road' is one of the things you want as a subcategory, it works as a generalization of them all, a large two-way ...thing... to travel on. (A word that is its own hypernym is an autohyponym or autohypernym). It doesn't have to be paved but a 'path' is too small to be included. I'm not sure about 'alley'. 'Boulevard', 'interstate', 'route', 'lane' are all kinds of roads.
'Street' could be a hypernym by the same reasoning, but as a native speaker, it does not feel like a generalization as much as 'road' does.
The hypernym for these, whether it is 'road' or 'thoroughfare' or something else, is not the same as a word for road names, that is, the things we attach to the name of a road when we say "Go two blocks, turn left at X". These are called odonyms (looked it up just now in Street or road names in Wikipedia). At the end they give a list of such names/odonyms which names you'll notice are not all acceptable as a kind of road (despite the fact that it is acceptable as the name of a road, e.g. 'close', 'mews', 'gate' passage', 'trail').
Best Answer
The Office of the National Rail Safety Regulator calls them pedestrian conveyances.
The ICD 10 Category V00 for various pedestrian conveyance accidents is more specific, using the term rolling-type pedestrian conveyance in a breakdown of accident types. The conveyances listed by name at item V00.1 are in-line roller-skate, non-in-line roller-skate, skateboard, scooter (nonmotorized) and heelies. Other categories include gliding-type (V00.2) and flat-bottomed (V00.3) pedestrian conveyance accidents.
Note that push-bikes (non-motorised bicycles) are notorious for falling into a grey area as far as their legal status as a vehicle is concerned. This is dealt with as a special case, for example:
Whether they (bicycles) are pedestrian conveyances is also questionable, as noted in the comments below. The following heading can be read either way, depending on the scope of the word "other":
Consider the labels given by department stores (note: these links go to commercial sites):
The lack of a generic term in commercial sites suggests that there isn't a popular/slang label for this category of conveyances.