do threesomes ever end successfully?

My fiancé has always wanted to see me with another woman. He doesn't pressure me, but I know he gets extremely turned on by me talking about having sex with a girl. He knows I'm bi-sexual and says he only wants to watch. For the past 6 years we have been completely faithful and only have had each other. But lately, when we have sex I get off to the thought of him fucking another girl. It turns me on. I would like to have a threesome but I don't want it to ruin our relationship. Has anyone had a threesome that ended well?