Has there ever been a triple play in the World Series?

The Society for American Baseball Research has a list of every triple play since 1876. There was a triple play in the WS game on 10-Oct-1920 between Brooklyn Dodgers and Cleveland Indians. The complete list is here:
tripleplays.sabr.org/tp_sum.htm no longer exists

According to this article there was a triple play in 1887, an "earlier edition" of the World Series.

Using the event files from Retrosheet1 and SABR's (Society for American Baseball Research) triple play files, a database was built containing all of the recorded plays in which three outs were made (1876-2009). In this data set 680 triple plays (TP) were identified ... There were two inter-league triple plays recorded: (1) the 1887 World Series St. Louis Browns (AA) against the Detroit Wolverines (NL); and (2) the 1920 Cleveland Indians (AL) against the Brooklyn Dodgers (NL).

http://www.retrosheet.org/Research/RosciamC/Triple%20Plays%20Analysis.pdf

The triple play by William Wambsganss in the 1920 World Series was unassisted!