1. arrive or appear
a chance like that doesn't come along every day
'To come along' means to 'arrive' or 'appear'. You can say 'an opportunity came along', meaning that an opportunity presented itself. "I'm waiting for the bus to come along" means you are waiting for the bus to arrive or appear. This is a widely used expression with slightly formal connotations.
2. make progress
things are coming along nicely
If you ask how something is 'coming along', you are asking what progress has been made or what new developments there are.
3. accompany somebody somewhere
do you feel like coming along?
To invite someone to 'come along' means to invite them to come with you: "I am going to a party. You should come along." It is more often used in social contexts but can be used in professional situations, too. This is a more formal way of saying 'come with' or less formal than 'accompany'.