I think the most obvious connection between the 3 witches and prior mythologies is the witchcraft goddess Hecate, particularly since she's mentioned explicitly in Macbeth, Act 3, Scene 5.
Originally Hecate was considered a beneficent figure and among others had a large cult centre in Byzantium (modern-day Istanbul, Turkey). She was described as a titan in Hesiod's Theogony, but unlike other titans, she sided with the Gods and was therefore subsequently allowed to retain all her former power and providence.
Her representations are many and varied, including association with Zoroastrianism via the Chaldean Oracles, with the Orphic mystery cult, and subsequently with Neoplatonism was featured as the World-Soul. A sculpture of the triple goddess Hecate Chiaramonti is still on display in the Vatican Museum. During the Roman period, she became increasingly associated with death and evil doing in spite of the fact that she was originally credited with averting evil.
Her character and attributes were syncretized many times through history as different cultures came in contact, so it's likely that there is also relation with the Nornir from Anglo-Saxon myths who are quite comparable to the Moirai and Eileithyia with whom Hecate is also often associated.
Depending on how far back you want to go, she can also be considered descendent from the cult of the Matrons, who are most commonly depicted as triple Goddesses, and which has precedents going back close to 30 thousand years according to evidence in the archaeological record. The Matrons cult was widespread and according to scholar Maria Kvilhaug, still persists in a nearly identical form in some remote parts of Siberia. Venerable Bede specifically mentions Mōdraniht as a winter solstice festival in Britain honouring the Matres and Matronae.