In tonight's White Sox-Indians game in Chicago, Cleveland pulled off the first triple steal since, I believe, 1987.
With the bases loaded in the sixth inning with David Dellucci on third, Grady Sizemore on second, and Jamey Carroll on first, Chicago reliever Ehren Wassermann faked a pickoff to third and threw to first. Carroll had broken away from the bag, but before the White Sox could put a tag on him, Dellucci broke for the plate and Paul Konerko's throw was not in time. Sizemore and Carroll moved up a base and all were credited with steals.
The last triple steal I've turned up before this was back on October 1, 1987 by the Atlanta Braves in Houston. It came with Gerald Perry on third, Ken Oberkfell on second, and Jeff Blauser on first. Danny Darwin was on the mound for Houston. After a pitch, Perry broke for home as catcher Ronn Reynolds threw the ball back to Darwin. Darwin fired the ball back to Reynolds, but the catcher couldn't hang on and Perry scored with Oberkfell and Blauser moving up.