You'd probably want the Live & Stage Events forum to ask the question. Although it's possible one of the guys around here has an answer. I know at least one person who frequents this forum has a lot of experience with such things.
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Like Michael said, multi-display questions come up pretty often on the Live & Stage Events forum, and a lot of the considerations around your project could be better addressed there.
For playing pre-rendered assets in sync across multiple displays, you can use software like Dataton WATCHOUT or Avstumpfl Wings Platinum on a PC, or Figure53 QLab or Renewed Vision Pro Video Player on a Mac. WATCHOUT is my first choice, but any of these systems should meet your needs. Local staging companies may have rentals available.
With only three screens, you can probably get away with a single computer playing a very high-res movie over multiple outputs (or a Matrox TripleHead2Go), but I'd test the entire workflow before committing to it. You'll need a reasonably high-spec machine to play back a video file that large.
The CAVE/VRML question is a lot harder. Most of the immersive projection I've seen recently has been produced and run on proprietary systems.
There are also video engineering questions -- is this the only content that will be shown on these screens? Do you need to mix in any other sources? If so, how are you handling switching and routing? What about backup systems for the immersive media content?
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