Can someone explain the differences in Physical Properties of Alkanes, Alkenes and Alkynes? 
(Like State, Solubility, Density, Boiling and Melting points)

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Alkanes
Alkanes are saturated hydrocarbons which mean they are compounds with a single bond between the atoms. Saturated hydrocarbons are saturated with hydrogen and are the simplest. They are represented in general as CnH2n+2 in case of non-cyclic structures or straight-chain structures. They are also called paraffins. In alkanes, there are four bonds for each carbon atom; it could be either C-H or C-C bond. Each hydrogen atom has to be bonded with a carbon atom. The simplest alkane is CH4. Alkane compounds are not very reactive; this is because the carbon bonds are stable and do not break easily. They have no functional groups attached to the carbon atoms.  Alkenes
Alkenes are unsaturated hydrocarbons which mean they are compounds with one or more double bonds or one or more triple bonds between carbon atoms. Alkenes specifically are those unsaturated hydrocarbons which have at least one double bond. They are represented as CnH2n in general when there is no other functional group. They are also called olefin or olefine. Alkenes have the pi bond between the carbon atoms, and during a lot of reactions the pi bond ruptures in order to form a single bond thus they are more reactive than alkanes but relatively stable as compared to alkynes.

Alkynes
Alkynes are also unsaturated hydrocarbons; they have one or more triple bonds between the carbon atoms. Their general formula is CnH2n-2, in the case of any non-cyclic compound. They are also known as acetylenes. Alkynes are more reactive than alkenes and alkanes; they show more polymerization and oligomerization. The polymers formed are called polyacetylenes and show semiconducting properties. They are highly reactive due to the presence of triple, unsaturated bonds and readily undergo addition reactions
 

Geetanshab's answer is exactly perfect!