Rocky and Estell Getty did do a movie together. I haven't seen it, but to quote another poster here, "I don't think I have to".
As for Three Amigos: I thought it was OK, but far from outstanding. To begin with, I'm not a huge Chevy Chase fan. I like Martin and at times Short, however I find that often when two or more comics work together a film tends to fall apart one way or another. Steve Martin worked well with John Candy in Planes Trains and Automobiles because I think it was more a case of Martin playing the straight guy & reacting to Candy rather than trying to be zany himself. In the case of Three Amigos (it's been a while since I saw it mind you), but as I remember it it seemed like the three of them were not really that comfortable being together on screen in the same movie. I mean, if they have their own movie they can do their own schtick (sometimes to disastorous effects BTW), but it seemed like one or the other of the actors was either taking a back seat, or just kind of looking on while one of the others took up the slack.
I do recall one actually funny bit in it though where the three of them are on burros or donkeys or something and they're riding through a searing hot desert when Chase takes out a water canteen, swills the water, gargles and ends up spitting it out on the ground while the other two look on.
Or, maybe it was the premise of the whole thing. I dunno. Just wasn't a movie that particularly did much for me.