Another way:

c:\@Work\Perl\monks>perl -wMstrict -le
"$_ = 'The <A} test {B> sentence <C} foo {42} bar {D> baz'
+;
 ;;
 while (m{ \G .*? ({\d+} | {\w+> | <\w+}) }xmsg) {
   printf qq{'$1' };
   }
"
'<A}' '{B>' '<C}' '{42}' '{D>'
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Update 1: Changed example code slightly so that the test sentence includes all sub-patterns.

Update 2: On second thought, the  \G .*? part of this regex contributes nothing in this particular application; leaving it out does not change the behavior of the match. As Eily wrote, the  /(A|B|C)/g pattern is all you need.