Tracking single molecules continues to provide new insights into the fundamental rules governing biological function. Despite continued technical advances in fluorescent and non-fluorescent labeling as well as data analysis, direct observations of trajectories and interactions of multiple molecules in dense environments remain aspirational goals. While confocal methods provide a means to deduce dynamical parameters with high temporal resolution, such as diffusion coefficients, they do so at the expense of spatial resolution. Indeed, on account of a confocal volume's symmetry, typically only distances from the center of the confocal spot can be deduced. Motivated by the need for true three dimensional high speed tracking in densely labeled environments, we propose a computational tool for tracking many fluorescent molecules traversing multiple, closely spaced, confocal measurement volumes providing independent observations. Various realizations of this multiple confocal volumes strategy have previously been used for long term, large area, tracking of one fluorescent molecule in three dimensions. What is more, we achieve tracking by directly using single photon arrival times to inform our likelihood and exploit Hamiltonian Monte Carlo to efficiently sample trajectories from our posterior within a Bayesian nonparametric paradigm. A nonparametric paradigm here is warranted as the number of molecules present are, themselves, a priori unknown. Taken together, we provide a computational framework to infer trajectories of multiple molecules at once, below the diffraction limit (the width of a confocal spot), in three dimensions at sub-millisecond or faster time scales.