No.
You can have two drives mirroring each other, or multiples thereof
If you want to use three drives for safety, why not go RAID 5, so one is lost to parity. You'd gain in space, reliability and speed
EDIT: The more I think about this the more I think it is possible but why would you want to? For example, with 3 500Gb drives, you would only have 500Gb usable space, with 2x500Gb lost to the mirror. Is your data really that sensitive that you need to keep 2 copies of it?
The other issue you would have is that at least two drives will be on the same controller. What happens if the controller is faulty, and you don't find out until you need to break the mirror for use.
If you want to use 3 disks, go RAID 5 for speed and reliability
If you want to use 2 disks, go RAID 0 for speed or RAID 1 for reliability