The Murray Midgets
Very little is known about the Murray brothers (John, James and Joseph) other than that they were not actually triplets as they were usually billed (triplets would have all been the same height). Born in the 1860s, they went to work for P.T. Barnum in the 1880s and worked for various dime museums later. Their mother was their manager and toured with them. The smallest of the brothers stood 37 inches tall; the tallest 42.
To find out about the history of the variety arts, consult No Applause, Just Throw Money: The Book That Made Vaudeville Famous, available at Amazon, Barnes and Noble, and wherever nutty books are sold.