Sure, you'd probably simply add this static method to the C# script:

public static Vector3[,] Vector3Array (int a, int b) {
    return new Vector3[a,b];
}

... so that would be for a 2-dimensional one ... for 3-dimensional, you'd add:

public static Vector3[,,] Vector3Array (int a, int b, int c) {
    return new Vector3[a,b,c];
}

Regarding the question of performance: I'm pretty sure there is no performance difference between one-dimensional arrays and multi-dimensional ones. Of course, creating those arrays will likely take a little longer because usually they have more "space" so more memory needs to be allocated and managed. But writing/reading into/from those arrays shouldn't take a significant amount of time.

Of course, it depends on how "much" you do of it. As a rule of thumb: If it's just once per frame: Don't worry. If you're looping or doing nested loops in each frame: Watch out.

As with anything that has to do with performance: "Premature optimization is the root of all evil" (Donald Knuth). See also: Wikipedia: Program Optimization - When to optimize

You can make a new class containing an array of vector3's

e.g.

class ThreeVecs
{
    var v3Arr : Vector3[] = new Vector3[3]; // Array of 3 x Vector3
    function ThreeVecs(){} // constructor - init the class variables here if you like
}

You can then create an array of ThreeVecs:

var multiArr : ThreeVecs[] = new ThreeVecs[10]; // Array of 10 ThreeVecs

multiArr[0] = new ThreeVecs(); 
multiArr[0].v3Arr[0] = Vector3(1,2,3);
multiArr[0].v3Arr[1] = Vector3(4,5,6);
multiArr[0].v3Arr[2] = Vector3(7,8,9);

Just one possible way. :)

[EDIT]

so a class to answer your question below and illustrate using the constructor to initialise:

class ThreeVecs
{
    var corner0 : Vector3;
    var corner1 : Vector3;
    var corner2 : Vector3;
    function ThreeVecs(c0 : Vector3, c1 : Vector3, c2 : Vector3)
    {
        corner0 = c0;
        corner1 = c1;
        corner2 = c2;
    }
}

var multiArr : ThreeVecs[] = new ThreeVecs[10]; // Array of 10 ThreeVecs

multiArr[0] = new ThreeVecs(Vector3(1,2,3), Vector3(4,5,6), Vector3(7,8,9)); 

Debug.Log(multiArr[0].corner0); //

Multi-dimensional arrays are slightly slower than 1-dimensional arrays. It's unlikely to make any difference in practice though.