The Milwaukee Brewers scored 3 consecutive home runs in the 1st inning, with their first three batters, against the Cincinnati Reds, at home in Cincy. Reds rookie pitcher Phil Dumatrait (0-4) was taken out of the game two batters later, with two Brewers on base and no outs. The Brewers would win that game 10-5.
After the game, the radio commentator said it has only happened three times.
The previous time was 28 May 2003 when the Braves did it at home in Atlanta, against the Reds.
The first time was 13 April 1987, when the San Diego Padres got back-to-back-to-back home runs at home, against the Giants.
*I point out this info conditionally because while researching, it is unclear if my sources meant back-to-back-to-back to START the game, or if this info applies for anytime during a game.
There were also 5 back to back to back to back homeruns by the 61 braves, 63 indians, 64 twins, 06 dodgers and 07 red sox
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That is when two batters in the lineup hit home runs one immediately after the other. If a batter hits a home run and the very next batter also hits a home run, it would be called 'back to back home runs'.