Here's an option using the hvfloat package:
\documentclass{article}
\usepackage[demo]{graphicx}
\usepackage{hvfloat}
\begin{document}
\hvFloat[%
nonFloat=true,%
capWidth=h,%
capPos=r,%
objectAngle=90,%
capAngle=90,%
objectPos=l%
]{figure}{%
\includegraphics[width=0.28\textheight]{figures/a.png}\quad
\includegraphics[width=0.28\textheight]{figures/b.png}\quad
\includegraphics[width=0.28\textheight]{figures/c.png}
}%
[Rotated Caption]{%
Caption for the three rotated figures}{fig:test}
\end{document}

Another option would be to use \rotatebox from the graphicx package and some minipages; the captions can be obtained with \captionof from the caption package:
\documentclass{article}
\usepackage[demo]{graphicx}
\usepackage{caption}
\usepackage{subcaption}
\captionsetup[subfigure]{labelformat=parens,subrefformat=parens,labelsep=space}
\begin{document}
\rotatebox{90}{%
\stepcounter{figure}%
\begin{minipage}{\textheight}
\begin{minipage}{.33\textheight}
\centering
\includegraphics[width=.9\linewidth]{figures/a.png}
\captionof{subfigure}[]{First subfigure}%
\label{sub:graph}
\end{minipage}%
\begin{minipage}{.33\textheight}
\centering
\includegraphics[width=.9\linewidth]{figures/b.png}
\captionof{subfigure}[]{Second subfigure}%
\label{sub:mobile}
\end{minipage}%
\begin{minipage}{.33\textheight}
\centering
\includegraphics[width=.9\linewidth]{figures/c.png}
\captionof{subfigure}[]{Third subfigure}%
\label{sub:desktop}
\end{minipage}%
\addtocounter{figure}{-1}%
\captionof{figure}{Main cap. \ref{sub:graph} sub cap1 \ref{sub:mobile} sub cap2 and \ref{sub:desktop} sub cap3.}
\end{minipage}%
}
\end{document}

subfigureandfigurecaption to be rotated? Should the images then be stretched to0.28\textheight? – Werner Dec 8 '11 at 17:12