Above is my take on this Wikimedia commons Venn diagram showing Russian, Greek, and Latin characters. Basically I grabbed the three alphabets off of Wikipedia, matched characters used in multiple alphabets in a spreadsheet, sorted, and stuck them in the diagram. The only substantive difference between mine and the Wikimedia one is that I alphabetized the characters (by Latin first, then by Greek, and then by Russian), which makes it a bit easier to read.
So what's this got to do with language learning? Well, if you already know a language that uses one of those alphabets and you're learning one that uses another (or, better yet, you're learning multiple languages and need to learn both of the other two), then obviously this has some utility for you. But, more generally, this is a great example of using diagrams and similar visual representations of data (like these tables for Japanese kana) to make things easier to remember.