Dvoretzky's Endgame Manual - Dvoretzky
My Great Predecessors - Kasparov
My System - Nimzovich
Van Perlo's Endgame Tactics (delightful entertainment)
100 Soviet Miniatures (wild openings)
Muller & Lambrecht Fundamental Chess Endings
(or Secrets of Pawn Endings, surprisingly good)
Bronstein 1953 Zurich
(oh, you said only three, didn't you?)
