I have a junction box with 3 circuits passing through it…
Should all the neutral s be connected?
The circuits are 2-15amp and a 20 amp

No, do not connect all the neutrals from several circuits together. Each neutral needs to be pared up with it's respective hot thruout the entire circuit. The neutrals should only join together at the neutral bar in the breaker panel.

Agree with tkrussell - but to be clear the grounds should have course all be tied together and to the box.

Be Certain To Ground The Box When You Tie All The Ground Wires Together.

If you need to separate, need to make sure 2 circuits sharing same neutral. Are on opposite phases.