Liszt Fantasie on Szep Illonka, Beethoven's 4th Piano concerto first movement, Scriabin Vers la Flamme, Beethoven Polonaise (I dont remember the opus number yet)
Oh, and even Chopin's Allegro de Concert
I found them in the Allegro de Concert and the Beethoven Concerto, but I didn't see it in the others; do you know where? That Liszt piece has everything that's -almost- a thirds trill, though.
Vers la flamme definitely doesn't have one, I play that piece; the tremolos in that piece are
even harder. They're waaaay up in the upper register, in the LH, and the hand positions are just comically impossible. Nobody plays them as written, they just cheat and do top+top/bottom+bottom (sounds kinky) or play them under tempo. Or you can try like Horowitz does and switch to alternating hands in a couple spots, but that's the hardest way. Someone else on this forum even crosses over and does one of them in the RH (the DG#-EG one, the most unplayable as written for the LH. Just try it, in the correct register, it's sooooo weak-feeling).
Just out of curiosity, what prompted the question? Looking to improve your thirds trills? 
To 'improve' them would imply that I have one in the first place
Just one of those stray bits of tech that I never picked up; ironically it's from working on the Vers la flamme that made me curious to try.
The opening one from the 25-6 is actually not bad for my particular hand shape (long narrow hands, long 4th finger), though the later one is harder. I use one of the crossed-over fingerings, 23+15 (with thumb on C#) because nooooo way a 4-5 shake is ever going to be as good as 3-5 especially on that D#-E half-step. I break it up a la Thalberg trill by alternating ad lib between a 'fingered' motion and a wrist-(23-5)-tremolo+(plunk the thumb in time with the wrist tremolo). Practicing the 23-5 component with the thumb down has been good, I'm at like 80, 85% speed with pretty good voicing and articulation after only a couple days though I can tell that getting that last 15% would be a bear. Basically getting held back by the 3-5 shake in that hand position, but otherwise pretty sure I can have it at tempo quite quick. The other 98% of the etude, not so much haha
Meanwhile the Vers la flamme tremolos are slow and weak after playing with that piece on and off for like 2 year x_X Seems a real crapshoot, comes down to your particular hand and wrist shape regarding which ones will be easier and which will be the notorious nightmares.
Also duhhhhhhhhh, we all forgot Petrouchka.
Topic: Pieces with Thirds Trills