Is there any way to check signed documents in a group of people without knowing who signed which? Let's say there are 3 people A, B, C. Everybody knows their public keys. They sign documents/messages and normally we can know who signed which by checking with their public keys.

Is there any way to check these signatures without knowing who signed which? I just want to know these messages is signed with one of these people.

This method may involve making them sign known messages or making some preparation before the signing process. I am just trying to be sure, if the message is sent one of these people with electronic signature without knowing the identity of the sender.
There is more than 1 way to do it. 
You can use Group signatures or Ring signature which allow anyone in a predefined collection to sign a message on behalf of a group. Group signatures require a group manager who creates the group and can de-anonymise the signer. 
Ring signatures do not have such an entity and the signer cannot be de-anonymised.
There are variations of ring signatures like the linkable ring signature where the signer cannot be de-anonymised but signatures by a signer can be linked, i.e looking at 2 signatures $s1$ and $s2$, it can be determined if the same signer created them or not. More in the wikipedia article.

You can also use threshold signatures as M-of-N, i.e. M out of N parties have to sign and M &lt;= N. In your case M will be 1 and N will be 3. One such scheme is BLS signature, section 5.3