I advice you to learn about modal scales and what modal scales fit what chord progressions.
There are many resources about that, in particular in jazz music handbooks.
Then you can think of the pentatonic as a subset of notes in the scale.
You will understand which characteristic notes from the modal scales are present in given pentatonic, and which are omitted.
In particular, in key of Bm Bm pentatonic (b d e f# a) is a subset of B aeolian (b c# d e f# g a), dorian (b c# d e f# g# a) or phrygian
(b c d e f# g a) scale Em pentatonic is a subset of B aeolian or phrygian scale (so may not work as a substitute for dorian)
F#m pentatonic is a subset of B aeolian or dorian scale ...and there is one more!
Less commonly known for its a bit more exotic sound: C#m pentatonic is a subset of B dorian scale
music.stackexchange.com/users/63781/user1079505
Here's a web page where you can enter a chord progression and it will show you which parent scales may be used over one or more chords.
http://www.micrologus.com/tools/online_harmonic_analyzer
You can then use major pentatonic scales instead of regular major scales, and minor pentatonic scales instead of regular minor scales.
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As @user1079505 already commented, the minor pentatonic scale contains all the notes that are common to the minor modes (aeolian, dorian, phrygian).
So it all depends on the context (that is, the exact chord progression).
Normally, if you're playing over a progression in Bm, you would play the Bm pentatonic.
Regardless of whether your progression is Bm aeolian, phrygian or dorian, the Bm pentatonic would be a good match.
Also, you will find that the other 2 scales you mention lack important tones (the minor 3rd in the case of F#m and the 5th in the case of the Em).
You could just stick to the Bm pentatonic, and it would be "fine".
However, I would argue that it is not enough.
You will get more variety in your sound if you add some extra notes.
In particular, the 2nd and the 6th, which are the notes missing from the pentationic.
These 2 will depend on the other chords in your progression, and will determine what mode you're in.
Also, bear in mind what @Tim said about the V chord.
That's an issue you will find when playing in minor modes, whereby you will have to get out of the strict mode, and weave into the harmonic minor scale when you're playing over that one.
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There are 2 common pentatonic scales, the major and the minor.
Using the major scale degrees as a reference (1, 2, 3, 4, 5, 6, 7), the Major pent is (1, 2, 3, 5, 6) and the minor pent is (1, b3, 4, 5, b7).
I am not sure of a third but in fact you can create your own 5 notes scales (or 6, or 13 note, ;-)) but removing, adding, altering notes to Do-Re-Mi...
so I might "know" other 5 notes scales but don't recall them as "Pentatonic".
You can, for example, play the either of these two 5 note scales starting on another note other than the "1".
This generates alternate fingering patterns on the guitar which I, and most guitarists, are aware of.
But in fact, if you play the Major pentatonic starting on the last note (the 6) you will be playing the minor pent.
This is related to the fact the the relative minor scale of any major scale starts on the 6th degree.
FOr example
C major pentatonic and A minor pentatonic are the same scale in a sense (same set of notes).
The great value of the 5 note scale has been stated by other answers but bears repeating.
Namely, that there are three related major modes, Ionian, Lydian, and Mixolydian, and three minor modes, Dorian, Phrygian, and aeolean.
The notes are, respectively, (1, 2, 3, 4, 5, 6, 7) =
Ionian (major) (1, 2, 3, #4, 5, 6, 7) =
Lydian (1, 2, 3, 4, 5, 6, b7) =
Mixolydian (1, 2, b3, 4, 5, 6, b7) =
Dorian (1, b2, b3, 4, 5, b6, b7) =
Phygian (1, 2, b3, 4, 5, b6, b7) =
Aeolean (minor)
The petantonics cover the "common" notes among these sets.
When choosing a scale to play over a set of chords it helps to be able to analyze the progression to identify a common key, or notate key changes.
Since all these modes are related if you know one you know them all.
But a short rule of thumb is play the minor pent over minor chords and major pent over major chords.
If all these chords are in the same basic key then matching to the first chord would suffice.
You'll have to use your ear to hit the "right notes at the right time".
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why would you use one [pentatonic scale] over another?
Each pentatonic scale has a tonal center -- a pitch toward which the others are directed.
That's how the letter-name part of the scale is derived.
So you would either pick a pentatonic scale that has its tonal center in common with the chord you're playing over (say, B minor pentatonic over a B minor chord), or you might choose to play against the chord by choosing a pentatonic that has a contrasting tonal center or perhaps other notes that present dissonances against the bass (say, E major/C# minor pentatonic against a B minor chord).
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Since there are three pentatonic scales that work with any diatonic chord progression, how do you decide which one to use? If I have a chord progression in Bm, I could use Bmin, Emin or F#min pentatonic scales and all the notes will be found in the Bminor scale. What are the differences between those 3 pentatonic scales and why would you use one over another?
how do you choose which pentatonic scale to use over a progression?
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<scales>
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You can then use major pentatonic scales instead of regular major scales, and minor pentatonic scales instead of regular minor scales. There are 2 common pentatonic scales, the major and the minor. Using the major scale degrees as a reference (1, 2, 3, 4, 5, 6, 7), the Major pent is (1, 2, 3, 5, 6) and the minor pent is (1, b3, 4, 5, b7).   Here's a web page where one can enter a chord progression and it will show you which parent scales may be used over one or more chords.  http://www.micrologus.com/tools/online_harmonic_analyzer  
Here's a web page where you can enter a chord progression and it will show you which parent scales may be used over one or more chords.  http://www.micrologus.com/tools/online_harmonic_analyzer   There are two common pentatonic scales, the major and the minor. The Major pent is (1, 2, 3, 5, 6) and the Minor pent is b3. There are three related major modes, Ionian, Lydian, and Mixolydian.