Riva Ridge won the Derby and Belmont, but bombed in the Preakness. Mainly because he detested an off track, and Pimlico was sloppy that day.
Thunder Gulch is another. He was 3rd in the Preakness to his own stablemate, but basically had no excuses. His Belmont was a pretty weak affair.
Little Current won both the Preakness and the Belmont by 7 lengths each, coming from way out of it. I'm pretty sure he was in the Derby, too, but obviously his late kick wasn't enough.
Hansel also took the last 2 legs (at generous odds each time, despite being Derby favorite). Not sure what happened in the Derby (he was 10th), although his last two preps (the Jim Beam and Lexington) were monstrous efforts, so perhaps he was over-the-top. That doesn't make much sense though when he comes right back 2 weeks later and beats the same horses by 7 lengths.
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