Peano3D is a matlab program I developed.
the following description and two figures in the bottom of this page showing what it does.

% Generate a space filling curve (Peano curve) for a sequence 1..n
% Two global variables Position3D and Occupation3D will be set up after you
% run this program.
% Position3D is a N X 3 matrix gives all coordinates of each sequence
% elements.
% Occupation3D is a M X M X M matrix gives if the position in the 3D Cube
% has been occupied by a sequence element.   This is not useful for normal
% custom. You can simply ignore it.
%
% Example:
% Position3D = zeros(1000000, 3);
% level =2;
% init = 1;
% axes = [1 3 2];
% orientation = [1 1 1];
% Position = [3 3 3];
% Peano3D(level, init, axes, orientation, Position);
% vol=2^level^3
% plot3(Position3D(1:vol, 1), Position3D(1:vol,2), Position3D(1:vol ,3),'LineWidth',6);
%
% This software is developed by Zhihua Zhang (Zhang.zhihua  (A_T) gmail (D_O<T) com).
% All rights reserved, and covered by BSD License. Please cite the
% following paper and/or website if you publish any work used this program.
% Paper:  To be updated
% website: http://zhihuazhang.com

This is how a 3D Peano curve looks like in level 2:

If you have a Matlab installed, you can try an interactive version of this figure.



download the program here (Peano3D.zip)