Well, 2 years ago Liverpool claim to have won the treble, but their version was the FA Cup, Worthington Cup, and UEFA Cup. Not exactly the same thing, especially considering United walked away with the Premiership title that year. I am unaware of any other EPL trebles.
Well, if you're talking about EPL sides (implying it's within this past decade, as the Premiership did not exist before that), then no. But I suspect Liverpool might have done it in past decades? Just guessing. I know they won the European Cup a couple of times. Nottingham Forest and Aston Villa also won it before, and I wouldn't be surprised if they also won the domestic trophies during those years. I'll find out more on this and get back to you.
I found it! Liverpool have actually won a treble (as opposed to THE treble) in 1984 by claiming the First Division championship, League Cup, and European Cup. That's it in terms of trebles but there's a whole list of doubles that English teams have won in the past and if you're interested here's the link: http://www.krysstal.com/multiple.html . It also has a list of *near* doubles so it's pretty interesting if you're interested in stats like this. Okay, *take a deep breath*, while we're talking about trebles and doubles, I'll say this now -- I'll be the first person who dares mention this -- have you guys ever entertained the thought of a *quadruple*? I mean, this is the first year in many years that United as a real chance of lifting the League Cup. Fingers crossed, will this be the year?!
I think the closest was Liverpool 76-77, they won the League, European Cup but lost in the FA Cup final (to United).