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