Roland Kirk would also play three saxes at once!

I spent a couple hours one morning watching numerous videos of his performances on YouTube. He's amazing.

He's mentioned that the triple sax thing works because of the specific keys/ranges of those saxes. Look at them, they're odd. And he has duct tape on some of the keys.

At the "head" of the tune, where in a jazz ensemble the group would play the tune in tight harmony, Kirk does it himself.

Then he casts off two of the three saxes for his solo part. They're all on straps so he can go back to all three when they return to the "head" at the end.