I already have the Falkreath and Dawnstar houses but I've visited the other jarls and no dialog opens to buy the third plot of land. Do I have to have the current house fully finished before I can advance to the next house or is this just a glitch?

don't know his name, but the jarl in morthal.

Edit: and no, you don't have to fully build the other houses first

It is not a glitch, no you do not have to finish a house to buy more land and start another one. You cannot buy land unless you have enough renown in that hold for the Jarl to sell it to you. So the usual way to become thane, or just ask the Jarl or steward if you can help with anything. If you have done anything during the game to make the Jarl hostile towards your character you might have to think up a way to win him back, replace him, or just give up on that character getting three new houses.

The other house is in the hold of Hjaalmarch.

It works! Thanks for the help.

One reason to read sticky FAQ's.