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Large-scale structures (LSS) out to z $< 3.0$ are measured in the Cosmic Evolution Survey (COSMOS) using extremely accurate photometric redshifts (photoz). The Ks-band selected sample (from Ultra-Vista) is comprised of 155,954 galaxies. Two techniques -- adaptive smoothing and Voronoi tessellation -- are used to estimate the environmental densities within 127 redshift slices. Approximately 250 statistically significant overdense structures are identified out to z $= 3.0$ with shapes varying from elongated filamentary structures to more circularly symmetric concentrations. We also compare the densities derived for COSMOS with those based on semi-analytic predictions for a $��$CDM simulation and find excellent overall agreement between the mean densities as a function of redshift and the range of densities. The galaxy properties (stellar mass, spectral energy distributions (SEDs) and star formation rates (SFRs)) are strongly correlated with environmental density and redshift, particularly at z $< 1.0 - 1.2$. Classifying the spectral type of each galaxy using the rest-frame b-i color (from the photoz SED fitting), we find a strong correlation of early type galaxies (E-Sa) with high density environments, while the degree of environmental segregation varies systematically with redshift out to z $\sim 1.3$. In the highest density regions, 80% of the galaxies are early types at z=0.2 compared to only 20% at z = 1.5. The SFRs and the star formation timescales exhibit clear environmental correlations. At z $> 0.8$, the star formation rate density (SFRD) is uniformly distributed over all environmental density percentiles, while at lower redshifts the dominant contribution is shifted to galaxies in lower density environments., mp4 versions of some figures available at http://irsa.ipac.caltech.edu/data/COSMOS/ancillary/densities/