They are not all the same round.
.44 Russian is shorter than .44 Special (which is shorter than .44 Magnum) but of the same rim, body, and bullet diameter. So they are forward compatible but not rearward. You can shoot Russians in Specials and both in Magnums, but not the other way 'round.
.44 S&W may refer to what is now known as the .44 American which is NOT compatible with the Russian - Special - Magnum series. It has a heeled outside lubricated bullet of larger diameter than the Russian, seated in a cartridge of smaller diameter than the Russian. Sounds crazy, but that is the way it was made. Long obsolete.