In my four years of playing Little League Baseball, I witnessed one unassisted triple play, more or less like one of those on this video: Bases loaded, line drive to third baseman, who stepped on the bag at third before the runner at third could get back, and chased down the runner who had been advancing from second. He could have also thrown the ball to second, but in this case, the runner had been moving on the crack of the bat and was closer to third than to second by the time he realized he'd been hung out to dry.
(In that particular case, it was neither for nor against me, as I was there waiting for my team's game, which was the next one scheduled on that field.)
I'm more impressed by the around-the-horn triple plays with the ball hit on the ground, rather than as line drives to start the play. Of course, that usually requires a relatively slow runner as the batter, but it still takes a lot of work and a lot of luck on the part of the defense.