I'm not sure about MySQL, but some optimizers will just interpret IN as a set of OR clauses. If the number of choices is fixed, another alternative is to do three queries, or, to also keep the number of round-trips to the database down, form a UNION of them:

SELECT * FROM table WHERE key = ?
UNION ALL
SELECT * FROM table WHERE key = ?
UNION ALL
SELECT * FROM table WHERE key = ?
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YMMV greatly; measuring is the only way to tell whether this will help or hurt.