WMG / The Three Stooges

Curly is bald because Moe yanked out all his hair.
We see Moe yank wads of Larry's hair out from time to time, but because he doesn't abuse Larry as much, Larry is still only semi-bald. This is also supported by the occasions where Moe tries to pull Curly's hair, as if it were a reflex, but finds nothing to grab ahold of. And his nickname "Curly" may have been given to him because he used to have curly hair. note 

The Three Stooges are Toons in disguise.
This goes with a WMG on the Who Framed Roger Rabbit page. They're wearing human-like costumes, kind of like Judge Doom was.

The Three Stooges are Toons trapped in the real world.
That explains why they can't be seriously injured by stuff that would give them a trip to the hospital (I.E. Getting hit in the head with a bottle) Or getting killed with stuff that would normally render them dead. (I.E. Falling from a 20 story hotel)

The insane man from the short "Men in Black" is Professor Theodore von Scharzenhoffen from the Laurel and Hardy short "The Music Box"

They're both played by the same actor, Billy Gilbert. "Men in Black" takes place shortly after Professor Schwarzenhoffen has been driven insane by the antics of Laurel and Hardy.

The stooges have been reincarnated all through history.
Hence we get episodes where they're cavemen, or in ancient Rome, or in The American Civil War.

Alternatively, the Stooges are Immortals a la Highlander
Duncan MacLeod probably knew them back in the day.

Alternatively, their identical ancestors.

Curly is a Time Lord.
Every wonder why The Stooges are in different time eras? This might be how they are able to be in the Roman era, then suddenly to Caveman times. Also, Curly is able to regenerate into Shemp, Joe, and Curly Joe.

Shemp will appear in the movie as a cameo.
The Three Stooges was always Moe, Larry, Curly, and Shemp.
  • Jossed. They do have a guy called Teddy, though.

The Three Stooges takes place in a Shared Universe with every other old slapstick comedy series.
A spinoff of the Laurel and Hardy-related WMG above. The shorts of Charlie Chaplin, the Marx Brothers, Laurel and Hardy, Buster Keaton and the stooges are all interconnected, and many times secondary characters played by the same actors are actually the same character.

Whenever Larry, Curly or Shemp hurt Moe, it's never an accident.
All of the Plank Gags, the mis-aimed pies, and other accidents that would seem to be caused by their stupidity, are actually a passive-aggressive way to get back at Moe for his violence toward them. They just play dumb afterwards to try and get away with it. This is evidenced by the occasional times that they laugh when Moe gets hurt.