JavaScript's quirky weakly-typed == operator can easily be shown to be non-transitive as follows:
var a = "16";
var b = 16;
var c = "0x10";
alert(a == b && b == c && a != c); // alerts true
I wonder if there are any similar tricks one can play with roundoff error, Infinity, or NaN that could should show === to be non-transitive, or if it can be proved to indeed be transitive.