This post has brought out the worst sort of participation. Please keep in mind that comments on /r/askhistorians should be comprehensive and informative, not jokes, not anecdotes, and not pointless noise.

As was explained in the excellent meta post on "What it means to post a good answer in /r/AskHistorians," if you're choosing to answer a question in here, there are three questions you should ask yourself first in turn:

1. Do I, personally, actually know a lot about the subject at hand?

2. Am I essentially certain that what I know about it is true?

3. Am I prepared to go into real detail about this?

If you're interested in marriage practices in historical Muslim societies an interesting source to look at is the memoirs of Emily Ruete, born Sayyida Salme, who was born in 1844 to the wealthy and powerful Sultan of Zanzibar and Oman, Sayyid Said bin Sultan al-Busaid. It's one of the very few accounts from this culture and time period written by women, and therefore has a unique account of the (otherwise private) lives of the wives of powerful Muslim men. Plus the text is available online at UPenn's digital library.

From her memoirs, regarding Polygamy:

The Moslem is allowed four wives by law, and if one dies or obtains a divorce he can take a fifth; secondary wives he may buy as many as he cares to. But I never saw a man who had four regular wives at once; a poor man can afford only one, and a rich man does not go beyond two, who live apart, each having her own establishment. Some women maintain their independence, demanding of a suitor that he sign a contract binding himself neither to marry nor buy anyone else.

In practice, then, monogamy is predominant. But if a man avails himself of his legal rights to the full, a painful state of affairs is apt to result. Naturally enough hatred and malice step in, and the hot Southern blood boils up in furious jealousy – whose frequent manifestation should tend to prove how much more ardently the Oriental loves than her calmer Northern sister. Through the passion of jealousy polygamous life often renders itself unendurable, and that is well. Many an affluent man balks at the daily scenes and quarrels, preferring the one-wife system to such a contingency.

So most men would only ever have one wife. Only a very rich man might have two or three because doing so is prohibitively expensive. The practice at the time was to provide each wife "her own establishment", meaning a completely separate household or apartment in a larger estate.

It's also important here to make the distinction between "legal" or "primary" wives, and "secondary" wives. Under traditional Islamic jurisprudence a man can have up to four legal wives, meaning women with whom he has engaged in a marital contract. But, he is free to engage in sexual relations with any women who he owns as a slave. Both these rulings are based on verses of the Qur'an. In practice, this meant that a man might have as many "secondary wives", actually slaves, as he could afford. Regarding the family of her father, Ruete writes:

So far as I can remember, my father – the Seyyid, or Sultan – had only one principal wife, from the time I was born; the other, secondary wives, numbering seventy-five [!] at his death, he had bought from time to time. His principal wife, Azze bint Sef, of the royal house of Oman, held absolute sway in his home. [...] This principal wife, who had to be addressed as "Highness" (for which the Arabic is Seyyid and the Suahili Bibi), was hated and feared by young and old, high and low, and liked by none. To this day do I remember how stiffly she would pass everybody by, hardly ever dropping a smile or a word. How different was our kind old father! He always had a pleasant greeting to give, whether the person was one of consequence or a lowly subordinate. But my high and mighty stepmother knew how to keep herself on the top of her exalted rank, and no one ever ventured into her presence without being specially invited. I never observed her to go out unless grandly escorted, excepting when we went with the Sultan to their bath-house, intended for their exclusive use. Indoors, whoever met her was completely awestruck, as is a private soldier here in the presence of a general. Thus the importance she gave herself was felt plainly enough, although upon the whole it did not seriously spoil the charm of life at Bet il Mtoni. Custom demanded that all of my brothers and sisters should go and wish her a "good morning" every day; but we detested her so cordially that scarcely one of us ever went before breakfast, which was served in her apartments, and in this way she lost a lot of the deference she was so fond of exacting.

So the secondary wives had an entirely different existence than the primary wife. To her, they were subordinate, basically servants. However, in Islamic law children born to slaves are legal children. Sultan Sayyid had thirty-six in total - all born to secondary wives. In practice, a son born to a primary wife might have a better inheritance claim but legally speaking all the children would be equals. Unsurprisingly, several of Sayyid's children went to war with each other upon his death and ended up dividing his holdings. But that's another story.

So, to roundaboutly get back to your question: Yes, men had more than one, in some cases, a ludicrous number, of wives. But it was very few men. Sultan Sayyid's seventy five were a symbol of his power and wealth, and not something that very many men could afford. Yes, he had sex with these women. But it's difficult to say whether he ever had sex with more than one of them. For one thing, they all had separate living quarters, men separated from women. For another, as Ruete points out, the wives were often jealous of each other and primary wives were sometimes controlling. It's hard to imagine the primary wife allowing such an undignified situation as a threesome with one of her lessers. More than that, it's not really possible to say.

This is not a direct answer, but more of an explanation for why you may not get a good answer to this question. Female same-sex behavior is poorly documented historically, and even in situations where we have some evidence it was occurring openly at some level (e.g., some "Boston marriages", Sappho's writings, same-sex behavior among women in Lesotho, etc.) it does not appear to warrant the same degree of attention (and condemnation) as male same-sexual behavior. Modern fantasies about threesomes probably hinge upon a fetishization of female same-sex behavior. Given the lack of historical attention to female same-sex behavior, I doubt this fetishization would have existed either.

Consistent with this, the Islamic world regulates male same-sexual behavior to a much higher degree than female. For example, the Kuwait penal code has multiple sections detailing provisions of imprisonment for male same-sex behavior, but female same-sex behavior is not legally regulated. Saudi Arabia criminalizes all homosexual behavior, but the legal code only defines punishment (including the death penalty) for cases involving sodomy and the record of legal cases reveals that all documented cases have involved persecution of men, not women. The Iranian penal code defines the punishment for male homosexuality as death and the punishment for lesbianism as 100 lashes; again, the record of legal cases is exclusively male.