I think this should happen to several families per year, because of the chances of people sharing a birthday.
So, the first baby to be born can have their birthday on any day of the year.
The second baby has a chance of $\frac{1}{365}$ of being born on the same day as the first.
Then, the chance of the third baby being born on the same day is $\frac{1}{365}$.
So, you have to multiply the fractions together to work out the chance of them all being born on the same day:
1 x $\frac{1}{365}$ x$\frac{1}{365}$= $\frac{1}{133225}$.
So, if there are a million families in the UK with 3 children then the chances are that roughly 7 or 8 of them have a shared birthday.
Zach also sent in his solution.
He thought about what assumptions he was making. He also considered whether it would make a difference if you specified a date for all siblings to be born on. You can see his full solution here.