Blending effects of hydrogen and water vapor on flame structure and NOx emission behavior are numerically studied with detailed chemistry in methane-air counterflow diffusion flames. The composition of fuel is systematically changed from pure methane and pure hydrogen to the blending fuels of methane-hydrogen-water vapor through the molar addition of $H_2O$. Flame structure is changed considerably for hydrogen-blending methane flames and hydrogen-blending methane flames diluted with water vapor in comparison to pure methane flame. These complicated changes of flame structures also affect NOx emission behavior considerably. The changes of thermal NO and Fenimore NO are analyzed for various combinations of the fuel composition. Importantly contributing reaction steps to thermal NO and Fenimore NO are addressed in pure methane, hydrogen-blending methane flames, and hydrogen-blending methane flames diluted with water vapor.