The lakes (or basins) of Wada are an example in the plane of 3 disjoint sets sharing the same boundary. You get an analogous (n+2)-dimensional construction by "elevating" in the additional dimensions. Namely, if B,C,D are the 3 disjoint sets in R², take B x R^n, C x R^n, D x R^n, where x is the cartesian product.
This takes care of every dimension except the first. In R, an example of 3 disjoint sets sharing the same boundary is A = {the points of the form 1/2n, n positive integer}, B= {the points of the form 1/(2n+1), n positive integer}, C={the points of the form -1/n, n positive integer}. Their common boundary being 0.