Short answer: never try to parse HTML from the wild with regular expressions. It will most likely come back to haunt you.
Longer answer: As long as you can absolutely, positively guarantee that the HTML that you are parsing fits the given structure, you can use string.Split() as Jenni suggested.
string html = "<tr><td>001</td><td>MC Hammer</td><td>Can't Touch This</td></tr>";
string[] values = html.Split(new string[] { "<tr>","</tr>","<td>","</td>" }, StringSplitOptions.RemoveEmptyEntries);
List<string> list = new List<string>(values);
Listing the tags independently keeps this slightly more readable, and the .RemoveEmptyEntries
will keep you from getting an empty string in your list between adjacent closing and opening tags.
If this HTML is coming from the wild, or from a tool that may change - in other words, if this is more than a one-off transaction - I strongly encourage you to use something like the HTML Agility Pack instead. It's pretty easy to integrate, and there are lots of examples on the Intarwebs.