Hiragana: [ a ] [ ka ] [ sa ] [ ta ] [ na ] [ ha ] [ ma ] [ ya ] [ ra ] [ wa, wo, n ] [ ゐ and ゑ (ancient hiragana in disuse) ]
Katakana: [ a ] [ ka ] [ sa ] [ ta ] [ na ] [ ha ] [ ma ] [ ya ] [ ra ] [ wa, wo, n ] [ ヰ and ヱ (ancient katakana in disuse) ]
Below we'll be looking into the characters "ヤ", "ユ" and "ヨ". These are transliterated as "ya", "yu" and "yo", respectively.
Choon Katakana 
Certain sounds ending with -イ(i) ( キ(ki), シ(shi), チ(chi), ニ(ni), ヒ(hi), ミ(mi), レ(re) and their variations) can be followed by small versions (ャ, ュ, and ョ) of the katakana ヤ(ya), ユ(yu), and ヨ(yo). In this case, the two katakana are not pronounced individually, but rather as one sound, taking up one mora.
In most cases, the compound sound is the consonant of the base syllable followed by the modifier (fjord may be an example of a similar compound sound in English):
- キャ (kya)
- キュ (kyu)
- キョ (kyo)
In other cases the y sound disapears entirely:
- シャ (sha)
- シュ (shu)
- ショ (sho)
Look at the Kana Chart for the others.