Go, therefore, and make disciples of all nations,
baptizing them in the name of the Father, and of the Son, and of the Holy Spirit,
teaching them to observe all that I have commanded you.
And behold, I am with you always, until the end of the age.
Gospel of Matthew 28:19-20
The Holy Trinity is the mystery of three Persons in one God, the Father, the Son, and the Holy Spirit. The mystery of the Trinity is inaccessible to the human mind and is the object of faith only because it was revealed by Jesus Christ, the divine Son of the eternal Father. Note that in the above biblical passage, Matthew has written "to baptize in the name of the Father, Son, and Holy Spirit," not in their names, for there is only one God.
We believe there is only one God because Jesus Christ himself confirmed Hebrew tradition by citing the Shema Prayer of Deuteronomy 6:4-5 -
"The most important one," answered Jesus, "is this: 'Hear, O Israel: The Lord is our God, the Lord is one.
Love the Lord your God with all your heart and with all your soul and with all your mind and with all your strength.'
The second is this: 'Love your neighbor as yourself.' There is no other commandment greater than these.”
Gospel of Mark 12:29-31
This revealed truth of three Persons in One God is at the very root of the Church's living faith as expressed in the Apostles' and Nicene Creeds. This internet page primarily lists Trinitarian biblical passages that refer to the Father, Son, and Holy Spirit and indicate relationship. The reader is also advised to view biblical quotes on each, God the Father, the Son Jesus Christ, and the Holy Spirit.
In those days Jesus came from Nazareth of Galilee and was baptized by John in the Jordan.
And when he came up out of the water, immediately he saw the heavens opened
and the Spirit descending upon him like a dove;
and a voice came from heaven,
"Thou art my beloved Son; with thee I am well pleased."
Gospel of Mark 1:9-11
Then the angel said to her, "Do not be afraid, Mary,
for you have found favor with God.
Behold, you will conceive in your womb and bear a son, and you shall name him Jesus.
He will be great and will be called Son of the Most High,
and the Lord God will give him the throne of David his father,
and he will rule over the house of Jacob forever, and of his kingdom there will be no end."
But Mary said to the angel, "How can this be, since I have no relations with a man?"
And the angel said to her in reply, "The Holy Spirit will come upon you,
and the power of the Most High will overshadow you.
Therefore the child to be born will be called holy, the Son of God.
Gospel of Luke 1:30-35
About eight days after he said this, he took Peter, John, and James and went up the mountain to pray.
While he was praying his face changed in appearance and his clothing became dazzling white.
And behold, two men were conversing with him, Moses and Elijah,
who appeared in glory and spoke of his exodus that he was going to accomplish in Jerusalem.
Peter and his companions had been overcome by sleep, but becoming fully awake,
they saw his glory, and the two men standing with him.
As they were about to part from him, Peter said to Jesus,
"Master, it is good that we are here; let us make three tents,
one for you, one for Moses, and one for Elijah." But he did not know what he was saying.
While he was still speaking, a cloud came and cast a shadow over them,
and they became frightened when they entered the cloud.
Then from the cloud came a voice that said,
"This is my beloved Son; listen to him."
Gospel of Luke 9:28-35
"The Father and I are one."
Gospel of John 10:30
Jesus said to him, "Have I been so long with you, and yet you have not come to know Me, Philip?
He who has seen Me has seen the Father; how can you say, 'Show us the Father'?
"Do you not believe that I am in the Father, and the Father is in Me?
The words that I say to you I do not speak on My own initiative,
but the Father abiding in Me does His works.
Gospel of John 14:9-10
"But the Counselor, the Holy Spirit, whom the Father will send in my name,
he will teach you all things, and bring to your remembrance all that I have said to you.
Peace I leave with you; my peace I give to you;
not as the world gives do I give to you."
Gospel of John 14:26-27
In the first book, O Theophilus, I have dealt with all that Jesus began to do and teach,
until the day when he was taken up,
after he had given commandment through the Holy Spirit to the apostles whom he had chosen.
To them he presented himself alive after his passion by many proofs,
appearing to them during forty days, and speaking of the kingdom of God.
And while staying with them he charged them not to depart from Jerusalem,
but to wait for the promise of the Father, which, he said, "you heard from me,
for John baptized with water, but before many days you shall be baptized with the Holy Spirit."
Acts of the Apostles 1:1-5
For to us God revealed them through the Spirit;
for the Spirit searches all things, even the depths of God.
For who among men knows the thoughts of a man except the spirit of the man which is in him?
Even so the thoughts of God no one knows except the Spirit of God.
Now we have received, not the spirit of the world,
but the Spirit who is from God, so that we may know the things freely given to us by God,
which things we also speak, not in words taught by human wisdom,
but in those taught by the Spirit, combining spiritual thoughts with spiritual words.
But a natural man does not accept the things of the Spirit of God,
for they are foolishness to him; and he cannot understand them,
because they are spiritually appraised.
But he who is spiritual appraises all things, yet he himself is appraised by no one.
For who has known the mind of the LORD, that he will instruct him?
But we have the mind of Christ.
First Letter of St. Paul to the Corinthians 2:10-16
The grace of the Lord Jesus Christ, the love of God
and the fellowship of the Holy Spirit be with you all.
Second Letter of St. Paul to the Corinthians 13:13
Because you are sons, God sent the Spirit of his Son into our hearts,
the Spirit who calls out, "Abba, Father."
St. Paul to the Galatians 4:6
Peter, an apostle of Jesus Christ, to God’s elect,
exiles scattered throughout the provinces of Pontus, Galatia, Cappadocia, Asia and Bithynia,
who have been chosen according to the foreknowledge of God the Father,
through the sanctifying work of the Spirit,
to be obedient to Jesus Christ and sprinkled with his blood: grace and peace be yours in abundance.
First Letter of St. Peter 1:1-2