How to fall through a Select Case in Excel VBA?

Given

Select Case cmd

    case "ONE":   MsgBox "one"

    case "TWO":   MsgBox "two"

    case "THREE": MsgBox "three"

End select

My requirement is if cmd = "ONE" I need "one" and then "two" displayed however currently I am getting "one" displayed and then the program is breaking out of the select case...

Select Case cmd
    case "ONE", "TWO":   
                  if cmd = "ONE" THEN
                      MsgBox "one"
                  end if
                  MsgBox "two"

    case "THREE": MsgBox "three"

End select