well, 360 have always had cross compatibility, but the PS3 only got it recently. PS2 - not sure, as the PS3 received it by a patch - little difficult on a PS2 with no HDD.
What i mean by that is that i can now use my GH3 guitar on Rock Band on PS3 - whereas i couldnt before. The hardware for rockband on PS2/PS3 is identical (same box) - so in short i dont know, but my suspocion is probably not, as it wouldnt be updateable by patch.