What is the difference between 赶紧, 连忙 and 赶快?
赶紧 and 赶快 are more frequently used to command someone to do something. 


  小明，赶紧过来吃饭！
  
  现在已经很晚了，同学们赶快回家吧！


连忙 tends to be used in describing people’s actions. 


  长官一声令下，士兵们便连忙跑到操场集合。