An interval $k$-graph is the intersection graph of a family $mathcal{I}$ of intervals of the real line partitioned into at most $k$ classes with vertices adjacent if and only if their corresponding intervals intersect and belong to different classes. In this paper we discuss the interval $k$-graphs that are the incomparability graphs of orders; i.e., cocomparability interval $k$-graphs or interval $k$-orders. Interval $2$-orders have been characterized in many ways, but we show that analogous characterizations do not carry over to interval $k$-orders, for $k > 2$. We describe the structure of interval $k$-orders, for any $k$, characterize the interval $3$-orders (cocomparability interval $3$-graphs) via one forbidden suborder (subgraph), and state a conjecture for interval $k$-orders (any $k$) that would characterize them via two forbidden suborders.
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