There is not enough information here to help you.  Please post screenshots of the code for your combo boxes.

Elisabeth forgive me but I'm trying to understand.
You stated, "when I go back to the previous one, it has lost the information in the middle combo box."
Are you talking about when you move from record to record OR do you mean when you change the ComboBox on the current form?
When Richard demonstrated the Cities and States in the video he added two new fields to store the IDs from the combo boxes.
If you have 3 choices that would mean that you would have 3 tables with related information. So, you would need to store 3 IDs

Next - I'm not very understanding of which order your combo boxes are chosen.

Did you also place the .requery statements in the OnCurrent event?

Yes, I'm sorry, but I have to agree with Scott. I can't tell what's going on here. Did you follow my example in the video and get that working first? If so, explain WHAT these combo boxes are, what kind of DATA they hold, and what you're trying to do.