Yes, there are - or some type of transportation:
Between Magic Kingdom and Animal Kingdom: Bus
Between Magic Kingdom and MGM: via TTC, monorail or ferry + Bus
Between MGM and Animal Kingdom: Bus
Between Epcot and Animal Kingdom: Bus
Between Epcot and MGM: Bus from front of one park to front of the other park OR boat from front of MGM to International Gateway entrance of Epcot
Betweeen Magic Kingdom and Epcot: via TTC, monorail or ferry (MK/TTC) and monorail (Epcot/TTC)