On October 10, 1920, the only unassisted triple play in World Series was executed by Bill Wambsganss of the Cleveland Indians. In the fifth inning of Game 5 of the series against Brooklyn, Wambsganss caught a line drive hit by Clarence Mitchell, stepped on second base to get Paul Kilduff, and tagged Otto Miller, who was running towards second from first base.
Bill Wambsganss, Pete Kilduff, Clarence Mitchell, and Otto Miller (Library of Congress)