Just specify a title on your pageBlockSection:
<apex:pageBlockSection title="Subtitle" columns="4"> 
EDIT
You can also a header facet on each pageBlockTable. Perhaps that is more what you are going for.
<apex:pageBlockSection columns="3"> <apex:pageBlockTable> <apex:facet name="header">Table 1</apex:facet> </apex:pageBlockTable> <apex:pageBlockTable> <apex:facet name="header">Table 2</apex:facet> </apex:pageBlockTable> <apex:pageBlockTable> <apex:facet name="header">Table 3</apex:facet> </apex:pageBlockTable> </apex:pageBlockSection> 

With "caption" facets instead:

