I've seen romex or a romex-like cable with an extra blue conductor. I presumed it was for a 3-phase circuit or a 3-phase shared neutral triple circuit. But that was years ago. I'll check around again when I get a chance. I'm not expecting it in the discount home supply chain stores.
The price difference Greg Fretwell sees may be explained (somewhat) by economy of scale. A whole lot more 14-2 or 12-2 would be manufactured than 14-2-2 or 14-4, especially in NM. What I want to be sure of is that this is the only explanation by comparing 14-2-2 against 14-4 (and 12-2-2 against 12-4).
