Interesting question. I have included links to the enotes study guide sections to each of the texts you mention below, so hopefully that will help you to expand your analysis of this theme in these texts.
For me, the theme of ambition is most clearly displayed in Macbeth. After all, it is Macbeth who is taunted by quasi-prophecies thanks to the witches and then acts to make those prophecies real by killing Duncan and then setting himself on a path of ever-greater and more bloody violence. What drives him is ambition and his own lust for power. We are left wondering whether, even if the witches had not revealed themselves to him, he would have started on the same violent path at some stage in his life. It is Macbeth's ambition and lust for power that is his character flaw that results in his tragic downfall.
In The Great Gatsby, it is not lust for power so much that drives Gatsby as his determination to become the kind of person that he believes his beloved Daisy will want to be with. He associates Daisy, coming from the upper-class echelons of American society, with wealth, status, and prestige, and so his ambition is to gain these things for himself as a way to ultimately gaining her. Therefore ambition takes a very different form in this text.
Lastly, out of the three texts, A Death of a Salesman seems to be built around the theme of Willy's ambition to be a success, but his failure to be able to achieve his ambition. This ambition has of course been passed down to Biff and Happy, who likewise show themselves unable to achieve their father's ambition for them. This text seems to point towards the danger inherent in ambitions. They can help to spur us on to success, but if they are too unreasonable, they can actually lead us to dwell in a dream world and ignore reality.