The Collaborative International Dictionary of English v.0.48:

Thimblerig \Thim"ble*rig`\, n.
   A sleight-of-hand trick played with three small cups, shaped
   like thimbles, and a small ball or little pea.
   [1913 Webster]

The Collaborative International Dictionary of English v.0.48:

Thimblerig \Thim"ble*rig`\, v. t. [imp. & p. p. Thimblerigged;
   p. pr. & vb. n. Thimblerigging.]
   To swindle by means of small cups or thimbles, and a pea or
   small ball placed under one of them and quickly shifted to
   another, the victim laying a wager that he knows under which
   cup it is; hence, to cheat by any trick.
   [1913 Webster]

WordNet (r) 3.0 (2006):

thimblerig
    n 1: a swindling sleight-of-hand game; victim guesses which of
         three things a pellet is under [syn: shell game,
         thimblerig]