I will use visual images to help me remember the differences.

Threw is tossing something like a ball. And the w looks like the pattern a ball would make when it hits the ground a couple of times.

Through is going through something and the O looks like a hole for a mouse to go through.

When a ball stops bouncing it is done or through or finished traveling.

Do you have a better idea? If so please share in the comment section of this blog.