This is an older thread, but I've found that OKCupid is a great place to look for potential unicorns (one-off threesome participants). I've also had them organically happen after nights out in Roppongi, but those were with friends who were kind of curious to begin with rather than cold pickups of strangers. Good luck!
The situation for men and women would usually be different:
1) A woman in a relationship with a man, and looking for another man or woman can have a field day on OkCupid.
This is for many reasons, such as the ratio of men to women online (though that is starting to shift as more women use online dating). Women are also much more likely to openly state they are polyamorous, in open-relationships, or bisexual. This is very easy to check by comparing male and female profiles.
I've had bisexual girlfriends just plain go nuts on OkCupid. Including White women playing with Japanese women.
2) Single heterosexual men will have a VERY difficult time on OkCupid looking to swing or 3 ways.
Women are often VERY BIAS AGAINST men that openly state they are poly, in open-relationship, or bisexual. Even if the woman herself is in such a relationship, they are often HYPOCRITICALLY bias against men who claim the same. Women even go so far as claim the guys are "creeps", even if guys are being honest about their sexuality.
3) OkCupid doesn't have a couple section, like say AdultFriendFinder or Craigslist MW4M.
A guy with a woman, who contacts other women for 3 somes will usually get shot down by single and even those women that put bisexual on their profile.
Now in the reverse, a woman with a guy, that contacts other women and men can do well. I usually recommend to guys in swinger couples, to have their lady contact other ladies, if they want better results. The other way is for guys to contact other guys, who are swingers, as that works too.
One of the unacknowledged situations of the feminist era, is that women actually have many more sexual options than men. OkCupid and many online dating sites are examples of it.