Not sure who the third was, but Farrah Fawcett and Michael Jackson died on same day. By late afternoon there was the report that Jacko had been rushed to hospital and soon a Boston oldies station started playing his music wall to wall (followed 2 days later by SiriusXM 70s on 7 doing a special based on his music)
Remember being in my car and surfing the XM dial and the display read Whitney Houston’s years of birth and death, plus her music—she had just passed...
Believe Ed McMahon passed about a couple of days earlier before MJ and Farrah did.