Trichloride ion (c.f. triiodide ion)
As @nilay points out, we can make &quot;polychlorides&quot; with &quot;nonclassical&quot; stoichiometries. But for more typical laboratory conditions it is true that heavier halogens are more favorable for forming polyatomic ions.
This is because polyhalide ions involve two competing forces. On the one hand, the delocalized covalent bonding gives more stability to a polyatomic ion than we would have with the separate monoatomic ions and diatomic molecules. On the other hand, surrounding counterions or dipoles are more strongly attracted to compact, spherical monoatomic anions than to bulky polyatomic ones. With lighter halogens forming the most compact monoatomic anions, the electrostatic effect wins out and we need severe conditions to overcome it. Heavier halogens, with larger atoms and more polarizable electrons, make the polyatomic ions more competitive, as in $\ce{C_5H_6N+Br_3−}$ (http://www.organic-chemistry.org/chemicals/oxidations/pyridiniumhydrobromideperbromide.shtm).