Aside from I LOVE LUCY and THE LUCY-DESI COMEDY HOUR, Lucy Ricardo has two other canonical appearances: THE DANNY THOMAS SHOW and THE ANN SOTHERN SHOW (both 1959).
Ann's show was one of the oddly mild series of the era that were more situation than comedy, which isn't disguised at all by the heavy canned laughter. Lucille looked rather matronly in the episode and, whenever faced with weak material, tended to be too pushy with her comedy; she's downright grating at times. On the plus side, Ann & Lucille had good on screen chemistry.
THE DANNY THOMAS SHOW episode is better, although not as good as the earlier crossover on the LUCY-DESI show. The episode also contains a surprisingly important key to the Ricardo's relationship. We find out here that Ricky loved Lucy
because of her eccentricities not in spite of them. For all of his fiery exasperation about her schemes, he liked the excitement she brought to their marriage. That's sweet -- and maybe kind of kinky.