There is one episode with BOTH Curly and Shemp. It was after Curly had officially left. It was a scene in an old West train. Curly has a cameo (with a little hair) as a passenger reading a book.
Title: Hold That Lion
Studio: Columbia Pictures
Year: 1947
Stooges: Larry Fine, Curly Howard, Moe Howard, Shemp Howard
Director(s): Jules White
Producer(s): Jules White
Story By: Felix Adler
Screenwriter(s): Felix Adler
Actor(s): Dudley Dickerson, Kenneth MacDonald, Emil Sitka
Description: The Stooges go after a crooked investment broker who has stolen their inheritance money. Curly makes a cameo appearance as a passenger on the train. The only Stooge short in which brothers Moe, Curly and Shemp appear together.
Length: 16:27