The Collaborative International Dictionary of English v.0.48:

Trigamy \Trig"a*my\, n. [L. trigamia,Gr. ?: cf. F. trigamie. See
   Trigamous.]
   The act of marrying, or the state of being married, three
   times; also, the offense of having three husbands or three
   wives at the same time.
   [1913 Webster]