Hi, in most cases you will need to apply for a visa to each country separately as each country has its own Immigration policy toward other countries.

For Cambodia visa, you can check out this page: http://www.cambodiaevisa.com/

for Laos visa, here we go:  http://www.laoembassy.se/visa.html and here is for Thailand visa http://www.mfa.go.th/web/12.php

hope that answered your questions.

David