Indeed. Queens regnant were less common and it was less common for women than men to remarry in most of the world history, but for queens regnant, Mary, Queen of Scots is an example who married three times: to Francis II of France, then Lord Dunley, then the Earl of Bothwell.

Cleopatra VII (yes, the famous one) is another: her brothers Ptolemy XIII and then Ptolemy XIV, and then Mark Anthony.

Another who married three times, but twice while regnant, was the 19th century queen of Madagascar, Ranavalona I. She was chief consort to her first husband, King Radama I, and then became queen in her own right. She then married the military commanders (entitled maréchal in French translation) Rainiharo and Rainijohary.

The Byzantine empress Zoe married three times as well (to Romanos III, Michael IV, and Michael V), but she only officially reigned in her own right between the second and third for some months in 1042, being either a consort or co-ruler otherwise.

There also exist societies in parts of the Himalayan region, Polynesia and elsewhere where polyandry is common among upper class women, though I am not aware of female monarchs among them, while some other matriarchal monarchies (eg the Rain Queen or Modjadji in Limpopo Province, South Africa) are not expected to marry.

Not quite what you’re asking for, but Emma of Normandy married Aethelred the Unready and then King Canute, the son of the king who conquered his kingdom (Sweyn Forkbeard).