Not aware of specific devices but way I would do it is use three appliance modules (but not basic X10 ones as they have too much leakage current) and power the coil of a changeover relay from each appliance module.
You could get away with three appliance modules and two changeover relays.
Relay 1 not fitted
Appliance module 1 supplies power to common of relay 2
Appliance module 2 supplies power to coil of relay 2
Appliance module 3 supplies power to coil of relay 3
So:-
Full speed Appliance module 1 & 2 ON
Slow speed Appliance module 1 ON
Medium speed Appliance module 1 & 3 ON
You could get away with three appliance modules and two changeover relays.
Relay 1 not fitted
Appliance module 1 supplies power to common of relay 2
Appliance module 2 supplies power to coil of relay 2
Appliance module 3 supplies power to coil of relay 3
So:-
Full speed Appliance module 1 & 2 ON
Slow speed Appliance module 1 ON
Medium speed Appliance module 1 & 3 ON
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