There are more than three kinds of lemmings. There are four species, and within those species there are many varieties. Thomas Linder put up a table of lemmings where you can learn about all the different kinds, and a bit about them. The differences can be in their fur colour, in where they live, and in their behaviour. The key difference between species is that they will not breed together to form viable offspring. There are many fine differences that have to do with skull shape or size of teeth, etc. You can learn more about the exact differences at the page on Lemmings and Voles at the Animal Diversity Web at the University of Michigan.