In the 5th inning of a 1920 World Series game, Bill Wambsganss pulled off this kind of triple play
There 
must be no outs in the inning and at least two runners on base ... steps on a base 
to double off a runner (two outs), and tags another runner on ... Six of the 
unassisted triple plays occurred in the 1920s, the sixth coming just one day after 
the fifth.