Step 1: Analyse Complex I.
\[
[\mathrm{CrF_2(H_2O)_4}]^{2+}
\]
This is an octahedral complex of the type
\[
[\mathrm{MA_4B_2}]
\]
Such complexes exhibit cis-trans geometrical isomerism.
Hence, Complex I exhibits geometrical isomerism.
Step 2: Analyse Complex II.
\[
[\mathrm{Co(en)_3}]^{3+}
\]
This is an octahedral complex containing three identical bidentate ligands.
It exhibits optical isomerism but does not exhibit geometrical isomerism.
Hence, Complex II does not exhibit geometrical isomerism.
Step 3: Analyse Complex III.
\[
[\mathrm{CoF(NH_3)_5}]^{2+}
\]
This is an octahedral complex of the type
\[
[\mathrm{MA_5B}]
\]
Such complexes possess only one possible arrangement and therefore do not exhibit geometrical isomerism.
Hence, Complex III does not exhibit geometrical isomerism.
Step 4: Final conclusion.
The complexes that do not exhibit geometrical isomerism are
\[
\boxed{\text{II and III only}.}
\]
Hence, the correct option is \(\boxed{(B)}\).