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The first and second examples are correct. The third example is actually more of a sentence fragment. If you are presenting it like it is written in, say, dialogue, then no comma is necessary, unle...
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#3: Attribution notice added
Source: https://writers.stackexchange.com/a/21992 License name: CC BY-SA 3.0 License URL: https://creativecommons.org/licenses/by-sa/3.0/
#2: Initial revision
The first and second examples are correct. The third example is actually more of a sentence fragment. If you are presenting it like it is written in, say, dialogue, then no comma is necessary, unless of course you wish to show a pause (As though you wrote "But" he said "where is Godot?"). If you wrote "I know where \_\_\_\_\_\_ is, but where is Godot?" then the comma would be required. Otherwise, it would be best to present it simply as "Where is Godot?". Hope that answers your question.