The IOC Executive Board last week recommended the three as candidates for the Olympics in eight years time, dropping Turkey's Erzurum.
The three bids are the last of seven initial candidates, with Swiss city Sion, Japan's Sapporo and Graz in Austria pulling out in recent months, scared off by the cost and size as well as local opposition to the event.
The coming months will be crucial for the remaining bids, with Calgary having set a non-binding plebiscite on the Games for Nov. 13.
Several Olympic bids have been defeated in referendums in recent years, including in Germany and Switzerland, home of the IOC.
"(Calgary) is working hard, communicating in their community and we are keeping away from that discussion (plebiscite)," said Juan Antonio Samaranch, who heads the IOC's evaluation of the bids.
"We continue to try to be as supportive as we can for that important milestone. But it is for the citizens of Calgary to make that decision."
Italy twice launched bids with Rome for the 2020 and the 2024 Summer Games before pulling out midway through the process and the 2026 bid does not yet enjoy full government backing.
It also initially included Torino, which pulled out over project differences.
Stockholm can expect local opposition, as was the case when they briefly bid for the 2022 Olympics before pulling out following public pressure.
The Swedish bid has also yet to get full backing from the country's main political parties.
The IOC will elect the winning bid in June 2019 at its session in Lausanne.
(Reporting by Karolos Grohmann; Editing by Toby Davis)
