My home club, the Country Club of Little Rock, is an interesting layout that progresses through several 3-5 hole segments that seem to emanate from around the clubhouse. Hard to describe without a map, but the routing can basically be divided into a series of loops: holes 1-4, 5-7, 8-9, 10-12, and so on. This aspect makes the layout a great members course, because one can easily play one or two of these segments without ever venturing far from the clubhouse.
Southern Hills is routed in a somewhat similar manner, with small loops like 1-4 and 10-12 returning back to the clubhouse. I tend to really enjoy this type of routing, maybe because it's what I grew up on. Any other courses come to mind that are routed similarly?
On a more directly related note, here are some memorable three-hole stretches from recent rounds in the U.K.:
Royal Ashdown Forest, 10-12
Royal Porthcawl, 1-3
Brancaster, 8-10
Hunstanton, 12-14
Walton Health (Old), 16-18