Energy is conserved because the laws of physics at two different times are the same.
Momentum is conserved because of translation invariance, as the laws of physics at two different points in space are the same.
There are others, like conservation of angular momentum because the laws of physics do not change under rotation.
Conservation of charge is because of gauge invariance of the electromagnetic field and might be the least understandable of the mentioned ones here. Check https://en.wikipedia.org/wiki/Charge_conservation#Connection... for some details, even though I'm aware that it might be way too technical.
It's been such a successful concept that you'll even find people denying that that can be the case. I'm one of them, somewhat -- I suspect it implies that we're missing part of the system, hence the universe as we know it isn't closed.