If you want to do this without a for loop, like Selman22 suggested, your other option would be to use a jagged array, or an array of arrays. This is done like so:
int[][] jaggedArray = new int[3][];
jaggedArray[0] = A[i];
jaggedArray[1] = B[i];
jaggedArray[2] = C[i];
These can be accessed with two brackets, e.g. jaggedArray[i][j].
Note that concepts like Length work very differently for jagged arrays as compared to multidimensional arrays. I'd recommend looking over the MSDN documentation here: http://msdn.microsoft.com/en-us/library/2s05feca.aspx
If you want to use List instead, (as you probably should - List is better for almost all use cases in .NET) you can use List< List< T>>, which can be accessed in same fashion as the jagged array.