Heading into the 1906 season, Jack Chesbro had played 11 seasons of professional baseball and seven in the major leagues, still, he told The Washington Post the best play he ever witnessed took place while he was working as an attendant at a mental hospital—The Middletown State Homeopathic Hospital in Middletown, New York during the mid-1890s:
Middletown Hospital
“While I was employed at the state hospital…we used to make frequent trips to a place near Port Jervis, (NY), called Tri-States. The little place got its name from the fact that the states of New Jersey, New York, and Pennsylvania met there, a stone marking the spot.”
Jack Chesbro
Chesbro had “attracted some attention” pitching for the team that represented the asylum, and “the crack Middletown team, ” asked him to pitch a game for them against the Tri-State club.
“The ball field was just at the point where the three states joined. One part of the field was in New York, another in New Jersey, and another in Pennsylvania. The Tri-Staters did not class with our team, and the game was dragging along until about the seventh inning when the most remarkable triple play I ever saw was pulled off.”
Chesbro said Middletown had runners on base with no one out.
“(The batter) hit a sharp liner right over the second baseman’s head , which looked safe enough until the right fielder, who had been playing in very close, came up on the run and got the drive about a foot above the ground, which, by the way, was in New York state. By the time he caught the ball he was well up to second base, which was in New Jersey.
“During this time baserunners, who were on second and third, made a dash for the plate. The right fielder barely stopped after making the catch; in fact, it would have been impossible for him to slow up. As he straightened up he took in the situation at a glance and kept on to second, which he touched, making two hands out. Looking towards third base, which was unguarded, the third baseman having run up the line toward home…he kept right on to third with the ball in his hand. When he reached third he was in Pennsylvania and had retired the side. That’s the story of the Tri-State triple play.”
Tri-State Monument
There is no longer a ball field at the site of Chesbro’s “Tri-State triple play;” the small stone monument marking the meeting point of three states sits at the edge of Laurel Grove Cemetary in Port Jervis, at the confluence of the Delaware and Neversink Rivers, beneath an underpass for Interstate 84.
Baseball History Daily 
Chesbro’s story is a tall tale–the actual border between Pennsylvania and the other two states is in the Delaware River. A ball field could have been located on the NY/NJ border in Port Jervis (that’s Port, not Fort), but an outfielder would have had to go swimming to complete a play in Pennsylvania. (The monument does exist, but it does not really mark the confluence of three states.)
I think that Jim Thorpe had a story about hitting home runs into three states at a Texarkana ball park.
I assumed most readers would understand the field didn’t actually cover three states and the story was embellished, I apologize for not making that clear. Thanks for catching the Port/Fort typo, it has been corrected.