Chandra and XMM-Newton improve our understanding of X-ray populations in galaxies. In particular, there exists a class of ultra-luminous X-ray sources (ULXs) for which the observed luminosity is greater than $10^{39}$ ergs s$^{-1}$. ULXs are of great interest since they represent a population of possible intermediate-mass black holes. While the spectra of majority of ULXs are similar to Galactic X-ray binaries, a few ULXs have very soft X-ray emission ($kT=50$–100 eV) resembling supersoft X-ray sources (SSSs) discovered in the Milky Way and the Magellanic Clouds. We here report some recent multiwavelength observations of three ultra-luminous SSSs in M101, NGC 300, and the Antennae. They have shown many interesting behaviors such as state transitions, spectral changes, and time variabilities in different timescales. Unlike typical SSSs, ultra-luminous SSSs are unlikely associated with white dwarfs because of the high X-ray luminosities. We discuss some binary models involving stellar-mass and intermediate-mass black holes to explain the nature of the systems.