Quantum correlations are critical to our understanding of nature, with far-reaching technological and fundamental impact. These often manifest as violations of Bells inequalities, bounds derived from the assumptions of locality and realism, concepts integral to classical physics. Many tests of Bells inequalities have studied pairs of correlated particles; however, the immense interest in multi-particle quantum correlations is driving the experimental frontier to test systems beyond just pairs. All experimental violations of Bells inequalities to date require supplementary assumptions, opening the results to one or more loopholes, the closing of which is one of the most important challenges in quantum science. Individual loopholes have been closed in experiments with pairs of particles and a very recent result closed the detection loophole in a six ion experiment. No experiment thus far has closed the locality loopholes with three or more particles. Here, we distribute three-photon Greenberger-Horne-Zeilinger entangled states using optical fibre and free-space links to independent measurement stations. The measured correlations constitute a test of Mermins inequality while closing both the locality and related freedom-of-choice loopholes due to our experimental configuration and timing. We measured a Mermin parameter of 2.77 +/- 0.08, violating the inequality bound of 2 by over 9 standard deviations, with minimum tolerances for the locality and freedom-of-choice loopholes of 264 +/- 28 ns and 304 +/- 25 ns, respectively. These results represent a significant advance towards definitive tests of the foundations of quantum mechanics and practical multi-party quantum communications protocols.
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