Pipe to multiple files in the shell

If you have tee

./app | tee >(grep A > A.out) >(grep B > B.out) >(grep C > C.out) > /dev/null

(from here)

(about process substitution)

You can use awk

./app | awk '/A/{ print > "A.out"}; /B/{ print > "B.out"}; /C/{ print > "C.out"}'

You could also use your shell's pattern matching abilities:

./app | while read line; do 
     [[ "$line" =~ A ]] && echo $line >> A.out; 
     [[ "$line" =~ B ]] && echo $line >> B.out; 
     [[ "$line" =~ C ]] && echo $line >> C.out; 
 done

Or even:

./app | while read line; do for foo in A B C; do 
     [[ "$line" =~ "$foo" ]] && echo $line >> "$foo".out; 
  done; done

A safer way that can deal with backslashes and lines starting with -:

./app | while IFS= read -r line; do for foo in A B C; do 
     [[ "$line" =~ "$foo" ]] && printf -- "$line\n" >> "$foo".out; 
  done; done

As @StephaneChazelas points out in the comments, this is not very efficient. The best solution is probably @AurélienOoms'.