##Jelly, 8 bytes
Jelly, 8 bytes
Not as short as Dennis's answer (duh), but I'm quite proud of myself for getting the results I wanted out of Jelly.
9Rṡ3
De¢
Explanation:
9R Push 1-9 to the stack
ṡ3 Slice up the stack in parts of 3, overlapping
This gives us [1,2,3], [2,3,4], ..., [7,8,9]
D Convert input to list ( '123' -> [1, 2, 3])
e¢ This checks to see if the decimal list is in the list of our previous link.