1) Generate public / private keys to do passwordless login
Howto Linux / UNIX setup SSH with DSA public key authentication (password less login)
2) Write script as follows
Code:
#!/bin/bash
scp user@server1:/path/to/file /path/to/local
scp user@server2:/path/to/file /path/to/local
scp user@server3:/path/to/file /path/to/local