Not very satisfying as a solution, but it works.

#! perl -slw
use strict;

m[
    (?:^[^0]*0[^0]*0[^0]*$)|
    (?:^[^1]*1[^1]*1[^1]*$)|
    (?:^[^2]*2[^2]*2[^2]*$)|
    (?:^[^3]*3[^3]*3[^3]*$)|
    (?:^[^4]*4[^4]*4[^4]*$)|
    (?:^[^5]*5[^5]*5[^5]*$)|
    (?:^[^6]*6[^6]*6[^6]*$)|
    (?:^[^7]*7[^7]*7[^7]*$)|
    (?:^[^8]*8[^8]*8[^8]*$)|
    (?:^[^9]*9[^9]*9[^9]*$)
]x and print for '0000' .. '9999';
[download]

Update: ... but only for 4 digit numbers. By inverting the logic and only printing numbers that don't contain 3 repeated digits, it should work for numbers of any length.

#! perl -slw
use strict;

m[
    (?:[^0]*0[^0]*0[^0]*0[^0]*)|
    (?:[^1]*1[^1]*1[^1]*1[^1]*)|
    (?:[^2]*2[^2]*2[^2]*2[^2]*)|
    (?:[^3]*3[^3]*3[^3]*3[^3]*)|
    (?:[^4]*4[^4]*4[^4]*4[^4]*)|
    (?:[^5]*5[^5]*5[^5]*5[^5]*)|
    (?:[^6]*6[^6]*6[^6]*6[^6]*)|
    (?:[^7]*7[^7]*7[^7]*7[^7]*)|
    (?:[^8]*8[^8]*8[^8]*8[^8]*)|
    (?:[^9]*9[^9]*9[^9]*9[^9]*)
]x or m[(?=(\d).*\1)] and print for '000000' .. '999999';
[download]