At least 3 pieces are cyclically capturing and captured.
See also: Reciprocal capture.
Loustau, Jean-Marc
Ideal-Mate Review, 1993
Prize
a) 1.Sxg3
Ke7
2.Ke4
Kd6
3.Bf3
Sxg3#
b) 1.Sxe2
Kf7
2.Kf4
Kg6
3.Rf3
Sxe2#
Feather, Christopher John
The Problemist, 1998
2nd Prize
1.Rh2
gxh4+
2.Qxh4
Sxf3#
1.Rb5
Sxf5
2.Sxf5
Se4#
1.e4
Sxg4
2.fxg4
gxf4#
FEN: 6n1/7b/1R6/4ppkp/1r1N1pqn/1P2PpPr/3b1Np1/1K6
External links:
Kolesnik, Mikola
7th FIDE World Cup, 2019
1st Prize
1...Rxh1
2.Bxg6
Rxb1
3.Bxe4+
Sxe4
4.Ba3
Sc3#
1...Bxh5
2.Sxg5
Bd1
3.Sxe4
Rxe4
4.Ka3
Rxa4#
1...Sxf3
2.Rxh4
Sxd2
3.Rxe4
Bxe4
4.a3
Bxb1#
Gurov, Valery
6th FIDE World Cup, 2018
3rd Prize
1.Qd5
Sd2
2.Qxd2+
Bxd2
3.Rxf4
Bxf4#
1.Rd4
Bd2
2.Rxd2
Sxd2
3.Qxf3+
Sxf3#