Operators similar to 'in' that compares two sets

You can just JOIN to real or dynamically derived tables:

DECLARE @var1 INT=2;
DECLARE @var2 INT=15;
DECLARE @var3 INT=-7;

IF EXISTS (SELECT 1 FROM 
             (VALUES (1),(2),(3))tableNums(number)
             INNER JOIN (VALUES (@var1), (@var2), (@var3))tableVars(var)
             ON tableNums.number=tableVars.var
       )
    SELECT 1    --or do something else interesting
ELSE SELECT 0   --or do the opposite

If the list was very long, I'd probably create it in a #temp table in advance instead of doing it in the statement, but the JOIN and EXISTS logic would be the same.

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Similarly, we could used INTERSECT instead of JOIN:

CASE WHEN EXISTS ( SELECT * FROM (VALUES (1), (2), (3)) AS x(i) 
                 INTERSECT 
                   SELECT * FROM (VALUES (@var1), (@var2), (@var3)) AS y(i)
                 )
THEN 1 ELSE 0 END 

Test at dbfiddle.uk.

You can try the following instead of CASE

declare @var1 int, @var2 int, @var3 int

set @var1 = 1
set @var2 = 2
Set @var3 = 3

IF 1 IN (@var1, @var2, @var3) or 2 in (@var1, @var2, @var3) or 3 in (@var1, @var2, @var3)
BEGIN
    Select 1;
END

else 
BEGIN
    select 0;
END