In a benchmark dynamical-lattice model in three dimensions, the discrete nonlinear Schrödinger equation, we find discrete vortex solitons with various values of the topological charge S. Stability regions for the vortices with S=0,1,3 are investigated. The S=2 vortex is unstable and may spontaneously rearranging into a stable one with S=3. In a two-component extension of the model, we find a novel class of stable structures, consisting of vortices in the different components, perpendicularly oriented to each other. Self-localized states of the proposed types can be observed experimentally in Bose-Einstein condensates trapped in optical lattices and in photonic crystals built of microresonators.