Use logical indexing:
>> A = randi(3,5,3);
>> X = A(A(:,3)==1,:);
>> Y = A(A(:,3)==2,:);
>> Z = A(A(:,3)==3,:);
Although it may be more efficient to keep your data together in one array and simply access the parts of the array when required. In general you should keep data together as much as possible, rather than trying to split it apart. For example you could easily split the array into a cell array of matrices:
>> accumarray(A(:,3),1:size(A,1),[],@(n){A(n,:)})
ans =
[1x3 double]
[2x3 double]
[2x3 double]
