You can use the Tail function.
e.g.
SELECT
NON EMPTY { [Measures].[Order Count] } ON COLUMNS,
TAIL( [Sales Territory].[Sales Territory Region].Children,3) ON ROWS
FROM
[Adventure Works]
CELL PROPERTIES VALUE
If you wanted to order the set so, e.g. the three lowest counts, you can use order as well.
SELECT
NON EMPTY { [Measures].[Order Count] } ON COLUMNS,
TAIL(
ORDER([Sales Territory].[Sales Territory Region].Children, [Measures].[Order Count], DESC)
,3) ON ROWS
FROM
[Adventure Works]
CELL PROPERTIES VALUE