RUP is a comprehensive iterative and incremental process template. You create a "Development Case" that informs you about what process components you will need in your instance of a development process. You then pull the required process components you need from RUP, like picking items from a menu.
"Agile" is an umbrella term that describes the set of processes that are based on the proposition that software development is a learning process rather than a defined process, and that most high-ceremony artifacts and practices impede the learning process.
SCRUM is a specific Agile project management process. It makes no provisions for how to actually design and develop the system being built.