Don't think so. Try this, it's the same as yours with the little errors removed, mostly column types:

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 VARCHAR(30));

create table #table3 (f_col1 int identity(1,1), f_col2 INT, f_col3 VARCHAR(30));

insert into #table2 (t_col2)

output inserted.t_col1, inserted.t_col2

into #table3(f_col2,f_col3)

select col2 from #table1 t;

SELECT * FROM #table2 -- three rows

SELECT * FROM #table3 -- three rows. Column1 = identity column of #Table3, Column2 = identity column of #Table2