In the 5th inning of a 1920 World Series game, Bill Wambsganss pulled off this kind of triple play
In baseball, an unassisted triple play occurs when a 
defensive player makes all three putouts ... For this rare play to be possible there 
must be no outs in the inning and at... [DOC] [TLE] Bill Wambsganss | Society for American Baseball Research [PAR] Contemporary accounts of Cleveland second baseman Bill Wambsganss' ... the 
man who pulled off the only unassisted triple play in World Series history but he 
was also an important member of that 1920 world .....