On May 10, 1894 — For the first time in major league history, teammates combine for three straight home runs, as Frank Shugart, George “Doggie” Miller and Heinie Peitz of St. Louis hit consecutive roundtrippers in the 7th inning. In all, Shugart hits three home runs and Peitz two, giving St. Louis a total of six. However, their heroics are to no avail as their club falls to Cincinnati, 18 – 9.

Source:
Baseball Reference May 10