MacBook Pro with Retina display - three external displays under Boot Camp
I see no reason why you could not plug three external monitors into a Mac, whether it's running OS X, or Windows under bootcamp.

There are two Thunderbolt connectors and one HDMI connector, and they all work as video outputs - the driver should be able to handle a monitor plugged into each of these.

As the comment on the question mentions, Windows does not know how to handle retina displays all that well - but for external (non-retina) monitors it should not have any issues.