  We positionally match sources observed by the Sloan Digital Sky Survey
(SDSS), the Two Micron All Sky Survey (2MASS), and the Faint Images of the
Radio Sky at Twenty-cm (FIRST) survey. Practically all 2MASS sources are
matched to an SDSS source within 2 arcsec; ~11% of them are optically resolved
galaxies and the rest are dominated by stars. About 1/3 of FIRST sources are
matched to an SDSS source within 2 arcsec; ~80% of these are galaxies and the
rest are dominated by quasars. Based on these results, we project that by the
completion of these surveys the matched samples will include about 10^7 stars
and 10^6 galaxies observed by both SDSS and 2MASS, and about 250,000 galaxies
and 50,000 quasars observed by both SDSS and FIRST. Here we present a
preliminary analysis of the optical, infrared and radio properties for the
extragalactic sources from the matched samples. In particular, we find that the
fraction of quasars with stellar colors missed by the SDSS spectroscopic survey
is probably not larger than ~10%, and that the optical colors of radio-loud
quasars are ~0.05 mag. redder (with 4-sigma significance) than the colors of
radio-quiet quasars.
