I saw this float around Facebook. It seems it originated from the Twitter account of People For Bernie,
Bernard Sanders is the only candidate in history (in a competitive primary) to win the popular vote in the first 3 states. - People For Bernie
I went looking to corroborate it and it seems only NewsWeek is repeating the claim and their source may just be the Tweet above as it's cited in the article,
BERNIE SANDERS BECOMES FIRST CANDIDATE, DEMOCRAT OR REPUBLICAN, TO WIN POPULAR VOTE IN ALL 3 THREE EARLY VOTING STATES
It goes on to explain this,
The Vermont senator garnered primary popular vote victories in Iowa on February 3, New Hampshire on February 11 and Nevada on Saturday -- a first among any Republican or Democrat in history.
Keeping the claim at the "popular vote" - is that still true?
Has no other Democrat or Republican won the first three states in the primary?