I was watching an episode of Here's Lucy on DVD and in the introduction Desi Arnaz Jr. mentioned that Tennessee Ernie Ford had appeared on I Love Lucy twice, and on The Lucy Show once in addition to his appearance on Here's Lucy. Do you know any other guest stars who appeared on all three shows?

Gale Gorden appear on all three Lucy Shows
Charles Lane appear on I love Lucy and Lucy Show.
Frank Nelson appear on I Love Lucy and Lucy Show

Mary Jane Croft and Doris Singleton appeared on all three.

Someone else who appeared on three shows is Mary Wickes.