We present results of a comprehensive multi-frequency study of the radio galaxy B3 J2330+3927. The 1.9 wide radio source, consisting of 3 components, is bracketed by 2 objects in our Keck K-band image. Optical and near-IR Keck spectroscopy of these two objects yield z=3.087+-0.004. The brightest (K=18.8) object has a standard type II AGN spectrum, and is the most likely location of the AGN, which implies a one-sided jet radio morphology. Deep 113 GHz observations with the IRAM Plateau de Bure Interferometer reveal CO J=4-3 emission, which peaks at the position of the AGN. The CO line is offset by 500 km/s from the systemic redshift of the AGN, but corresponds very closely to the velocity shift of an associated HI absorber seen in Lya. This strongly suggests that both originate from the same gas reservoir surrounding the AGN host galaxy. Simultaneous 230 GHz interferometer observations find a ~3x lower integrated flux density when compared to single dish 250 GHz observations with MAMBO at the IRAM 30m telescope. This can be interpreted as spatially resolved thermal dust emission at scales of 0.5 to 6. Finally, we present a tau <1.3% limit to the HI 21 cm absorption against the radio source, which represents the seventh non-detection out of 8 z>2 radio galaxies observed to date with the WSRT. We present mass estimates for the atomic, neutral, and ionized hydrogen, and for the dust, ranging from M(HI)=2x10^7 M_Sun derived from the associated HI absorber in Lya up to M(H_2)=7x10^{10} M_Sun derived from the CO emission. This indicates that the host galaxy is surrounded by a massive reservoir of gas and dust. The K-band companion objects may be concentrations within this reservoir, which will eventually merge with the central galaxy hosting the AGN.
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