If you are using the Matlab figure toolbar then you can just select the 'Link' button before selecting the 'Brush' button and it should tie all the plots together with common data (doc linkdata for more). If you are coding it then, again, the key to this is using the 'linkdata' function in Matlab. Here is an example:
fig1 = figure();
xdata = 1:n;
y1data = rand(1,n);
y2data = rand(1,n)*2;
y3data = rand(1,n)*3;
plot(xdata, y1data, 'Color', 'r');
plot(xdata, y2data, 'Color', 'r');
plot(xdata, y3data, 'Color', 'b');
Now when you downclick, drag, and release over a section of data in one plot, it should brush the corresponding data in all plots.
I am not completely satisfied with this solution because I have not come up with a clean way to clear all brushed data across all plots (not remove the data, but just remove the brushed highlighting effect). It will always update the newly brushed data across all plots, but the only way to clear all the brushed data on all plots is to click on a blank area on the plot where you initially selected the brushed data. There should be a way to clear them all. If you are dealing with just 2 plots, you should be fine, but if there are say ten or more, clearing would be a pain. I know this is a little confusing, sorry. Just play with trying to clear the brushing in the example and it will become clear.
One other benefit of the code over the button is that if you were to move the linkdata call to just after the second plot call (and before the third subplot call) this would only tie the first 2 plots together and leave the third independent but still in brush mode.
Let me know if you have any questions. Sandy