Basically the same thing:
http://forum.wordreference.com/showthread.php?t=485544
1.'He is afraid of the dark.'
2.'He is scared of the dark.'
3.'He is frightened of the dark.'
4.'The boys were scared to cross the street.'
5.'The boys were afraid to cross the street.'
6.'The boys were frightened to cross the street.'
"frightened" is the more formal of the three and you wouldn't often hear (in casual conversation) someone use "frightened" with respect to the dark or crossing the street. You also don't hear "scared" used as a verb in this manner very often. For some reason, "scared" is used more often in the context of someone scaring someone else ie: "My little brother scared me with the rubber spider". In almost every instance of someone saying your sample sentences, they would use the word "afraid".
Updated