Which kind of component uses an "EM" symbol prefix, has a value, and three pins?

It's probably a 3 pin EMI filter like this but pin 2 isn't used: -

There's just a hint of circular clearance around the middle pin where the copper plane is removed (within the silk screen rectangular outline for EM3): -

It's possible that it's a C-L-C type where the centre-pin is a common point for the two outer pin capacitors and also there's an inductor between the two outer pins as well hence C-L-C.

If you could show a side view picture it might become clearer.

They are EMI filters.

They are just ferrite beads or inductors, and they do exist in 3-pin versions as well.

The three pin versions have a capacitor inside them, with one leg connected to middle of two ferrites/inductors, and the other leg is pin 2 for ground connection. In this case, the part value of 101 would mean an EMIFIL with 100pF capacitance.

If it is simply a 2-pin ferrite bead, the 101 would mean 100 ohms impedance at 100 MHz.