Not needed

Depending on uniqueness something like

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

could work.

If one would actually need to insert the values one at a time i would use a while instead. Like

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

/T