All three are slightly sweet vinaigrette style dressings made with a tomato or ketchup base. Some Russian and French dressings (neither of which originated in the countries they're named after, oddly) have mayonnaise added to make them creamy. Russian dressing tends to be spicier and usually includes horseradish and pickle relish, whereas French dressing is sweeter and less spicy. Catalina dressing is thinner, without mayo and has a sweet, more tomato-y flavor.