We present Hubble Space Telescope UV spectrophotometry of three extremely metal-deficient blue compact dwarf (BCD) galaxies, SBS 0335-052 (Z ~ Z☉/40), Tol 65 (Z ~ Z☉/24), and T1214-277 (Z ~ Z☉/23). Broad damped Lyα absorption is seen in the first two BCDs. For SBS 0335-052, the H I column density derived by fitting the Lyα absorption profile is N(H I) = (7.0 ± 0.5) × 1021 cm-2, which is the highest H I column density derived thus far for a BCD and which is ~2 times larger than that in I Zw 18. As for Tol 65, N(H I) = (2.5 ± 1.0) × 1021 cm-2, which is also in the high range of H I column densities derived for BCDs and which is only ~1.4 times smaller than that in I Zw 18. The interstellar absorption line O I λ1302 has also been detected in both galaxies. Comparison with high-resolution quasar spectra implies that in SBS 0335-052, the O I λ1302 line, along with other heavy element interstellar absorption lines such as Si II λ1304 and S II λ1251, λ1254, and λ1259, are not saturated, which allows us to derive abundances. Assuming that these lines originate in the H I gas, we derive abundances of oxygen, silicon, and sulfur, respectively, as 37,000, 4000, and 116 times lower than the solar values. The oxygen abundance is a whole 37 times lower than in the neutral gas of I Zw 18. However, these highly discrepant deficiency factors of different elements suggest that the absorption lines are produced, not in the H I, but in the H II gas. Adopting that hypothesis, the derived abundances from the UV absorption lines are then consistent with that derived from the optical emission lines (Z ~ Z☉/40). The conclusion that the heavy element absorption lines originate in the H II region is supported by the detection of several systems of blueshifted S II λ1259, Si II λ1260, O I λ1302, Si II λ1304, and C II λ1335 absorption lines originating in fast-moving clouds with velocities up to ~1500 km s-1 and also by the presence of heavy element absorption lines with excited lower levels. If this conclusion holds, then the H I cloud in SBS 0335-052 is truly primordial, unpolluted by heavy elements. This would alleviate the need for postulating previous enrichment by widespread Population III stars and poses the problem of how such a cloud could last for a Hubble time without making stars before the present epoch. Because the O I λ1302 is likely to be saturated in Tol 65, we could derive only a lower limit for the oxygen abundance, ~6000 times lower than the solar value. Contrary to the situation in the two previous BCDs, a strong Lyα line is seen in the spectrum of T1214-277, which makes it the lowest metallicity BCD with detected Lyα emission. Its equivalent width of 70 A is the largest found in star-forming galaxies. The Lyα emission is not redshifted with respect to the H II gas velocity, so that the escape of Lyα photons in T1214-277 is not dictated by the velocity structure of the H I gas but probably by its porosity. The absence of Lyα emission in SBS 0335-052 and Tol 65 is probably caused by a combination of dust extinction, redistribution of the Lyα photons by multiple scattering over the whole area of the H I cloud, and the geometry of the cloud. The spectrum of SBS 0335-052 shows stellar Si IV λ1394 and λ1403 lines with P Cygni profiles, which suggests the presence of numerous hot supergiant stars. A strong stellar N V λ1240 line with a P Cygni profile is also seen in the spectrum of T1214-277, which suggests that a large population of massive (M 60 M☉) stars is present. The stellar wind terminal velocity is very low in SBS 0335-052, being only ~500 km s-1. It is higher, ~2000 km s-1 in T1214-277, in the low range of terminal velocities found for other BCDs. These BCDs are the two most metal-deficient galaxies known with P Cygni profiles. The presence of such profiles raises the question of how to set up a wind in stellar atmospheres devoid of heavy elements as in SBS 0335-052.