The possibilities are endless, but these two are the most likely (assuming you know for sure that all of these pipes are supplying water for consumption, not part of a heating system):
2 warm + 1 cold: Hot water recirculation
Many houses have a loop system for hot water, where the pipes go from the tank to all the taps in sequence and then loop back to the tank again. A pump will be installed in the loop to keep hot water circulating. This ensures that the pipes are always full of hot water, so that as soon as you open the tap, the water that comes out is hot right away. This obviously offers convenience and water savings (no need to drain a lot of water that went cold in the pipes every time you need some hot water) at the expense of energy efficiency (heat losses from the piping).
2 cold + 1 warm: Rainwater/grey water system
Some houses nowadays have separate cold water feeds to the taps and the toilets. This lets you use collected rain water or recycled grey water (filtered waste water from sinks, baths and showers) for toilets and sometimes even the washer, saving a whole lot of potable water where it is scarce and/or expensive. A similar setup can also be used in houses with both a well and municipal water where the well water is not potable.