As you infer VLOOKUP does not work in 3D - you would need to identify a single sheet range, e.g:

Sheet1!$D2
=VLOOKUP($C2,IF(ISNA(MATCH($C2,Sheet2!$A:$A,0)),Sheet3!$A:$B,Sheet2!$A:$B),2,0)
copied down
The above represents just one of a myriad of possibilities. Depending on the number of sheets you have to check you may find you are best served reverting to a User Defined Function (VBA)

On a final note - please do not add Polls to your threads unless relevant to the question at hand.