Yes, this is one of the ways that really big black holes can form. Smaller ones can form when big stars ( say 10 times bigger than the sun) reach the end of their lives. These can then collide to form bigger black holes, and these bigger ones can again collide together with small ones or other big ones.
It is unlikely that 3 will collide together at the same time, but not impossible and it would be really exciting.
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