On three-phase supplies where the neutral point of the system is connected to earth, as is usually the case, three overload relays (one in each line) are necessary for complete protection.
For 2-phase 3-wire and 4-wire supplies, two overload relays are required, one in each phase line, none being connected in any neutral or earth conductor.
With single-phase motors one overload relay in any conductor except an earthed conductor or neutral.