Unity3D the best way to loop through multiple dimension arrays

I can think of two ways. One requires you to change your data structure and the other doesn't.

Without changes:

Sort the user input:

pickedNumbers.sort();

and start comparing. By sorting the values beforehand you know when you can back out and continue with the next set of numbers, i.e. you can back out early and don't have to compare all the values (in the average case).

function wins(picked, winning) {
    var winningSet = [];

    for (var i = 0; i < winning.length && winningSet.length < 3; i++) {
        var set = winning[i];
        winningSet = [];
        var j = 0;
        var k = 0;
        while (j < set.length && k < picked.length && winningSet.length < 3) {
            if (picked[k] === set[j]) {
                winningSet.push(set[j]);
                j++; // advance to next element in winning set
            } else if (picked[k] > set[j]) {
                // continue with the next set 
                break;
            }
            // maybe the next element in players picks will match
            k++;
        }
    }
    return winningSet.length === 3 ? winningSet : false;
}

The worst case scenario of this solution is O(n*m*l), but since the input is sorted, the average case will be better.

DEMO

With Array#some and Array#every the code becomes much more concise, though it looses the advantage of using sorted input. If your arrays are small it won't make a difference though:

function wins(picked, winning) {
    return winning.some(function(set) {
        return set.every(function(val) {
            return picked.indexOf(val) !== -1;
        });
    });
}

It also won't give you the actual numbers that matched. The runtime is the same.

The second way would be to build some kind of trie instead of using an array of arrays:

var allwinning = {
    '000': {
        '010': {
            '020': true
        },
        '100': {
            '200': true
        },
        // ...
    }
};

The structure should also be sorted, i.e. the keys of a level are all smaller then the keys of its sublevel etc.

Sort the user input as well and iterate over it. Whenever you found a matching key, you go one level deeper until you have three matches:

function wins(picked, winning) {
    var winningSet = [];
    for (var i = 0; i < picked.length && winningSet.length < 3; i++) {
        if (picked[i] in winning) {
            winningSet.push(picked[i]);
            winning = winning[picked[i]];
        }
    }
    return winningSet.length === 3 ? winningSet : false;
}

This solution has the worst case scenario of O(n), where n is the number of values the user picked (not taking into account the time it takes to test whether an object contains a specific property name. Often this is assumed to constant).

DEMO