Webster's Revised Unabridged Dictionary · 1913

ménage à trois

ménage à trois (ma`nȧzh" ȧ trwȧ) , noun

[French, household for three]

1.
A relationship involving three people, especially one in which three people live together and have sexual relations, such as a married couple and a lover of one of the pair.
2.
A single sexual encounter in which three people participate.
3.
An unlikely situation in which a group of three people not normally associated with each other participate in an activity together. [figurative]
For the first time in World Championships history, two racers shared the first-place gold medal. Maier and Kjus arm-in-arm on the podium, with Austrian Hans Knauss just.01 seconds back from making it a menage-a-trois. — Andrew Hood (http://classic.mountainzone.com/ski/worldcup/99/worldchamps/superg-m.html)

Also: menage a trois, menage-a-trois