I Never Return
What are these three related items? When I am placed somewhere I will never stand up. Whatever you give me I will eat. When I go I never return.
A stove, fire, smoke.
Essentially a duplicate of A Group of Three but I’m keeping it here to avoid broken links.
The More You Leave Behind
The more you take, the more you leave behind.
Footsteps or footprints.
Doesn’t Fly Even With Wings
I have four wings but cannot fly,
I’ve never laughed nor will ever cry,
As much as I’d love to leave the ground,
I toil away with nary a sound.
What am I?

A windmill. The typical windmill, like the ones Don Quixote chased, have four vanes or sails. You might even say they look like wings. Windmills don’t have emotions, so they can’t laugh or cry. And since they don’t have actual wings, windmills don’t get off the ground. A well-oiled little bugger won’t make a peep.
I Have Wings But Cannot Fly
I have wings but cannot fly.
I can do the twist but can’t move around.
People enjoy relaxing in my company.
What am I?
A ceiling fan.
Toss Me Out the Window
Toss me out of the window,
You’ll find a grieving wife,
Pull me back but through the door, and
Watch someone give life!
What am I?
The letter “n”. (widow, donor).
You’ll Have Me At Night
You’ll have me at night and if you remove the first letter I denote the top, such as on a train
Supper. You eat supper at night, and removing the first letter leaves upper. Thanks to Dude for figuring it out.