gry
Research from the Oxford English Dictionary, Simon & Schuster's Webster's New World Dictionary, and the G.C. Merriam Company gives us this list (of other words that end in gry):
aggry: A glass bead found buried in the ground in Africa. A word of unknown origin. Seemingly always used attributively, as in aggry beads.
braggry: A variant form of braggery.
conyngry: An obsolete dialectal variant of conyger, itself an obsolete term meaning 'rabbit warren'.
gry: The smallest unit in Locke's proposed decimal system of linear measurement, being the tenth of a line, the hundredth of an inch, and the thousandth of a ('philosophical') foot. Also the grunt of a pig, an insignificant trifle, or a verb meaning to roar.
iggry: Egyptian colloquial Arabic pronunciation of ijri: 'Hurry up!', brought back after the First World War by members of British and Australian forces who had fought in Egypt.
mawgry: from Old French: being regarded with displeasure.
meagry: Having a meager appearance.
nangry: A variant form of angry.
podagry: Dodder, or the condition of a plant infested with it.
puggry: A variant form of puggree, a light scarf wound around a hat or helmet to protect the head from the sun.
From:
http://www.uselessknowledge.com/trivia/gry.shtml
There is no third common word that ends in gry...it is an old riddle.