insert into #table2 (t_col2) select col1 from #table1
insert into #table3 (f_col3) select t_col1 from #table2 t2 join #table1 t1 on t1.col1 = t2.t_col2

declare @i int
set @i = 0

while exists (select * from #table1 where col1 > @i)
begin
  select top 1 @i = col1 from #table1 where col1 > @i
  insert into #table2 (t_col2) values (@i)
  insert into #table3 (f_col3) values(SCOPE_IDENTITY())
end

create table #table1 (col1 int,col2 varchar(30))
insert into #table1 values (1,'martin')
insert into #table1 values (2,'tom')
insert into #table1 values (3,'schrof')

create table #table2(t_col1 int identity(1,1),t_col2 int)

create table #table3 (f_col1 int identity(1,1),f_col2 varchar(30),f_col3 int)




insert into #table2 (t_col2) output inserted.t_col1,t.col1 into #table3(f_col2,f_col3)  select col1 from #table1 t

if object_id('tempdb..#table1') IS NOT NULL DROP TABLE #table1;
if object_id('tempdb..#table2') IS NOT NULL DROP TABLE #table2;
if object_id('tempdb..#table3') IS NOT NULL DROP TABLE #table3;

create table #table1 (col1 int,col2 varchar(30));
insert into #table1 values (1,'martin');
insert into #table1 values (2,'tom');
insert into #table1 values (3,'schrof');

create table #table2(t_col1 int identity(1,1),t_col2 int);
create table #table3 (f_col1 int identity(1,1),f_col2 varchar(30),f_col3 int);

insert into #table2 (t_col2) output inserted.t_col1, inserted.t_col2 into #table3(f_col2,f_col3)  
select col1 from #table1 t;