Virtually lampshaded by Terry Pratchett in 'The Art of Discworld':
"It's a Law of Narrative that if your gang consists of two people (a gangette) one will be the brains of the outfit and one will provide the muscle and speak like dat. They must both, of course, wear black suits. If there are three of them, that still applies but the new guy will be called Fingers."
Street Magic, the second in the Circle Opens quartet by Tamora Pierce:Lady Zenadia the sponsor of the gang, is always accompanied by an obese eunuch and whip-thin swordsman.
The Big Coffin Hunters, (Eldred Jonas, Roy Depape, and Clay Reynolds), from The Dark Tower series.
The "devils trinity" of Caine Soren, Drake Merwin and Diana Ladris in the GONE series, although it isn't played for laughs seeing as they are collectively responsible for the deaths of dozens of children. Drake is later replaced by Penny in LIES, and Turk replaces Diana in FEAR. Ultimately, by the end of FEAR, the devils trinity is officially disbanded.
Draco Malfoy and his henchthugs Crabbe and Goyle in the Harry Potter series. Their higher-up is Draco's father, Lucius Malfoy, and later, Voldemort himself, although he gives Draco an important mission to make his parents squirm as much as anything else. Lucius is a legitimately nasty piece of work, giving Ginny the diary that caused the events of the second book, but prefers a life of luxury with the occasional Muggle-hunting-party to being a full-time villain.
The Vendilion Clique faeries in the Magic: The Gathering novels for the Lorwyn/Morningtide megablock. Iliona is the leader, while Veesa and Endry are the henchmen, though Endry becomes more and more independent beginning in Morningtide. The faerie queen Oona is their boss.
Casper Gutman, Joel Cairo, and Wilmer Cook from The Maltese Falcon seem to be a more-competent-than-usual version of this team.
Måns, Bill and Bull from the Swedish Pelle Svanslös children's/satirical novels by Gösta Knutsson. They're cats, as are most of the characters. Måns is the leader, who dedicates his energy to trying to bully and humiliate his one-sided arch-rival Pelle (the protagonist), whom he hates for being different from other cats — "svanslös" means "tailless". Bill and Bull are his humorously dim-witted, identical henchmen. They don't have a higher-up, as Måns is sometimes the Big Bad himself.
Film/literary example: Vizzini, Fezzik, and Inigo Montoya from The Princess Bride (with Prince Humperdinck as higher-up). Inigo and Fezzik both join the Man in Black soon after fighting him, but Vizzini stays a bad guy to the end. Vizzini doesn't exactly have the opportunity to do a Heel-Face Turn, since he's dead after the Man in Black "fights" him.